Members have profiles in CiviCRM database. Members have been donating monthly, and the donations register in PayPal but they are not registering in the CiviCRM. Why is this?
My first thought is that maybe your members are jumping straight to paypal-ing your email address rather than going through a civicrm contribution page such that civi could record the interaction. Cuuld that be the issue?
If that isn't it, perhaps you can provide more details as to your setup. What kind of page are your members using? What version of CiviCRM are you using? Are you on Drupal, or Wordpress? Tell us everything you can that might be relevant about your setup and hopefully someone can give you a hand.
It could be that PayPal IPN has not been set up, but since you have not said whether the 'contribution' is being recorded as Failed or just doesn't exist it is hard to help. Some other thoughts:
Have you set up Payment Processor?
Is the processor configured to be used on the Confirmation page?
When people submit the contribution page, do they get taken to PayPal?
Do they get returned to your site after they give PayPal the money.
It always saves time to give more details in your question rather than less.