I have created a call pickup group and associated on two lines.
I can see a display information (When have a call to other phone), but the pickup key not papers.
System version: 184.108.40.2060-3
It's a little tricky to find... I assume you are using CUCM 5 or 6, although I don't know that it's different on 7.
Under the Device menu, go to the Device Settings submenu and choose Softkey Template. Once there find/select a template to modify or copy. Once you have the one you want to change open, use the Related Links tool in the upper right to go to 'Configure Softkey Layout'. That brings up the editable list of what softkey options are available in the various phone states.
Have a look at the "On Hook" Softkey Layout/Template for the phones involved here. You will need to ensure that one of the Softkeys is set for Pickup or oPickup. I just verified this config.
Hope this helps!