In SQL Server 2008 R2, I have setup 2 new resource groups, with 1 workload group in each new resource pool. I then created a classifier function to assign workloads to the appropriate group. I verified that processes are getting assigned to the workload groups as I would expect. I also see the new work groups accumulating stats (by looking at sys.dm_resource_governor_workload_groups) and that the new pools are accumulating stats (by looking at sys.dm_resource_governor_resource_pools).
However, the new pools and work groups do not show up in perfmon...I only see default and internal. I even checked sys.dm_os_performance_counters, and they do not show up there. I tried the counters SQLServer:Workload Group Status and SQLServer:Resource Pool Status, and again, I only see the default and internal instances...not either of my new instances.
I had originally tried this on a test server (also 2008 R2) and perfmon works fine there (I see pools and groups with stats). I setup it up using the exact same script on another 2008 R2 server and I don't see the perfmon stats.