Why does a Sherlock Holmes Complete Treasury book not have all of the Sherlock Holmes´books in it?

I supposed that The Sherlock Holmes Complete Treasury book edited by Avenel that I read when I was little was, indeed, complete. Now it turns out that it didn´t include three novelettes (aka books, like the Hound of the Baskervilles) such as A Study in Scarlet, The Sign of Four, The Valley of Fear, His Last Bow, and The Case Book of Sherlock Holmes. I´m glad that I now have more books to read, but am puzzled. Does anyone know if Arthur Conan Doyle did indeed write these books? Or they were discovered later? Did they exclude those books because they weren´t as appropriate for children, as they were a children´s publisher?