If you search for "ant" in a small English dictionary, you will only find about the insect.  But "Antarctica" is not ant's Arctic, it's "anti-Arctica", i.e., something that's the opposite side of the Arctic.  In fact "ant(i)-" is a very common English prefix, even though it's normally not used as an word by itself.

Many Korean words are made of Hanja (Chinese characters) - 星(별 성) is one of them, and a very common one.  You won't find the letter used by itself, but it shows up in tons of words whose meaning are related to stars.

Edit: Also, if you're wondering "but how do we know the 성 in 삼성 is 'star' and not some other hanja?"  That's a fair question - and the answer is that we know because 삼성 literally used to write its name as 三星, with its brand logo prominently showing three stars.  Search "samsung old logo" in Google, for example.