Note that Checked is not a published property. Therefor you will not be able to find it back in the object inspector.
?????? In that case where can I find it ?? are there any other components with 'unpublished' properties? if so how do I find them?
If you take a look at the online documentation of TCheckgroup
here, then you'll notice that you can only see a whole bunch of properties there. If you look a bit closer you might be able to notice that these properties are all listed under the 'class section' named published.
Published properties are properties that are visible (and manageable) by using the object inspector. Sometimes it makes no sense to manage certain properties using the object inspector so the property does not get published.
If you click on the ancestor class link of TCheckgroup (named TCustomCheckGroup) which leads to
this page, you can see there are some methods and properties listed under the 'class subsection ' named public. (including your 'missing' items property).
All public methods and properties as well as all published properties are accessible from other units. There are also private and protected sections that can be part of a class. More information about this can be read
here (objects) and
here (classes, for the published section visibility)
In case you are using Lazarus as editor an quick alternative method of seeing all the methods and properties is by writing the name of your component, e.g. MyCheckGroup then press the dot. If you wait a moment a window will popup that list all those things that you can currently access (so also other methods you added to your form, but also the properties and methods of the class that your variable MyCheckGroup is part of. e.g. also all the ancestor classes it inherited things from). You can force the popup window by pressing ctrl+space right after you wrote the dot.
edit:
i forgot to answer the part 'are there any other components with 'unpublished' properties? "
Yes, there are many. There are even classes that do are not components that you can use (and because they are not components you can't use the visual designer to place them on your form).
Tstringlist is such an example.