Trade route income is on the trade screen, for example, it would list as "Ivory Coast" for example, with ivory tusks, then these are traded out to people you have trade routes with, to make you money. In otherwords, you don't directly get money from it, just stock.

You have to make sure the trade line isn't being pirated either.

Also, yes, there is a bug in regards to sometimes it doesn't come up which I noticed. One game I had india on a trade spot but it never came up that I was.