I can not find my package in menuconfig

Have you updated your package feed indexes?
The -i is important if you're not using the latest revisions of any packages, as this flag prevents updates from the feed sources.

./scripts/feeds update -i

Have you installed the package feed?

./scripts/feeds install <package>

Maybe you are not looking for it in the right submenu. See the Makefile of the package to find out.

cat feeds/<feedname>/<package>/Makefile

You are looking for this:

define Package/<package>/Default
  SUBMENU:=Firewall
  SECTION:=net
  CATEGORY:=Network

Menuconfig appears to cache package lists and (especially) profiles. Try deleting the <buildroot_dir>/tmp directory and then running make menuconfig again.

cd ~/openwrt/
rm -rf tmp
make menuconfig

• Build system – Updating Feeds
• OpenWrt Feeds
• Including your package feed into OpenWrt build system