Your Miis are suppose to just be in your Mii Lobby. The Mii Parade is where Miis, mostly with unknown origins, come from. If you like one, you take it and put it in your lobby. None of it has any real purpose, really, but that's the story.
So, in short, none of the Miis that you create or your friends create will show up in your Mii Parade, probably. They are just random Miis that have been created that have traveled to your console.