It has been found that certain scroll wheel mice do NOT work as expected on every occasion.
I have 2 different mice from 2 different makers that behave 2 different ways.
So until a scroll bar appears, try using a different mouse (Logitech seems to work best for this).
Or try installing/reconfiguring the mouse software that came with the mouse (sometimes people forget to do this).
BTW, all we need is something else that takes up more screen realestate. I for one do not wish to see any more scrollbars.
HTH