Mentoring is a two-way street. It is your job to ask for the mentoring you need, at least as much as it is your mentor's job to provide that mentoring. Open two-way communication is essential to a productive mentoring relationship. Your mentor has other students and postdocs to mentor—as well as other demands on her or his time—and thus will not always be proactive and recognize the type of help and mentorship you need.
The best advice you can get in graduate school is to be sure to find the right advisor who will be an excellent mentor for you. Find this match happens through rotations, but a successful relationship still requires you to take initiative and ask direct questions.
Here are some resources for building a good advisor-advisee relationship: