Lavender is an aromatic plant and the flowers are scented; but they do not scent the air, both the flowers and the leaves have to be bruised or rubbed to release the scent, so if you were expecting to stand nearby and smell the lavender once in flower, you won't. Lavandula augustifolia is the main variety used to produce lavender oil, when both the flowers or flower buds and leaves are used, so they are fragrant.
Some plants do scent the air, things like Jasmine, honeysuckle, certain lilies or star jasmine, but many fragrant shrubs and herbs (thyme, sage) will only release their scent when bruised.