The dynamic modules in Joomla! work on the Itemid concept. It highly depends on the pages you linked to main menu. In order for SEF Advance to find the correct Itemid, the corresponding section / category, blog, item or component must be added to menu and published, with public access.
You don't have to add all articles separately, just can simply create a menu item that links to their root category or section.
If you don't want the links to be visible you can hide them by assigning them to a dummy menu which is not loaded in your template, but the entries must be somewhere in the menu.
You may also need to ensure that you don't have items with duplicate names in the menu. Remove the duplicates (even if they are in different menus). You may also need to empty your trash (make sure that you empty both content and menu trash, they are under separate selections).
Finally, to check which Itemid, if any, is returned activate debug option in SEF Advance configurations.