Depending which car you have your front axle will either have a nut threaded on the end or use an E clip to hold the wheel on. If using an E clip make sure to shim the wheel so that there is only a slight amount of play between the bearings and the E clip. But more reccomended is to get an aftermarket axle which uses a nut to hold the wheel on.
For the rear wheels if the bolts don't reach the hubs then you probably used the wrong bolts elsewhere on the car.