Several possibilities here.
1. MBR installation, timeout is too short in grub.cfg.
Temporary Solution: Boot from live medium, change timeouts to something longer (I use 65).
Permanent Solution: Set GRUB_TIMEOUT in /etc/default/grub and run update-grub (not sure of the Mageia equivalent)
2. You installed grub to the Mageia partition, not the hard drive of a MBR-type system.
Solution: Boot from live medium, chroot to Mageia, execute (Mageia equivalent) of grub-install /dev/sdX where X is the boot drive of your system. Reboot from HDD
3. You did a UEFI install (typically on a Win 8 or WIn 10 system).
Solution: Even with grub properly installed, you won't see it unless you can get to the bootloader options page (on one laptop, that means pressing ESC repeatedly when powering on; on another, it's pressing F9 repeatedly).
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