Workframe is not visible in shaded mode. It is visible in wireframe display mode.
1) Open the ‘ProStructures Global Settings’ from the backstage of the application.
You can also access this by right clicking anywhere in the empty space of your model and select the ‘Options’
2) Select the ‘Display’ field and then switch ON the ‘Workframes when Shaded’
3) This will then display the Workframes in any of the shaded display modes