Google Indexing Your Website

Sorry to start another thread, this is probably a relatively dumb question as well that I will stumble onto the answer in the next couple days. Anyways I thought that doing the "site:" (yourwebsite)" command into Google generally told you whether or not your website was indexed or not. One of my websites would never show up whenever I did this, however, another my other websites would.

Due to this I just assumed that website was not indexed. It still shows nothing whenever I do the "site:" thing in Google, but I was looking at my webmaster tools and I'm actually ranking (not very highly, but I feel it is impressive for a less than a month old site that is one of my first ones) for a number of keywords. So how is this possible?

I obviously have a lot to learn about optimizing my websites correctly as most of my webmaster tools show no available data because I do not have it set up correctly, but I thought it was impossible to rank if you were not indexed. Obviously I am misunderstanding something here, so I am sorry if this is a really simple question. However, I do appreciate your answers in this matter. Thanks for reading!