It's about 99.5% certain that no pay was withheld; it's simply that the employee's start date and the pay period did not line up exactly and on the first payday after she started work, there was no pay due because she did not work during the pay period that paycheck was for. Many people who have always been paid current (which frankly is a royal pain in the you know what for the payroll people and the managers who have to approve the hours) do not understand when they go to a system where pay is made in arrears (which is quite legal) and have to wait initially for their pay.
Think about it for a minute. Paychecks for an entire company aren't cut in an hour or so (no matter how large or small the company). To pay current, if payday is Friday the information has to get to Payroll probably on Tuesday or Wednesday. Someone has to figure the hours, figure the overtime (which perhaps you haven't even worked yet), figure the taxes, roll the money into the payroll account (which takes 24 hours right there generally since the bank has to clear the deposit ), cut the checks, stuff them into envelopes, sort them, and distribute them to the appropriate locations. So if you're looking to be paid current, Payroll has to have your hours when you haven't even finished working them yet.
Paying arrears means having some lag time for Payroll to accomplish all of the above. When you are paid in arrears (giving a weekly example) the time you are paid for on the 20th is the time you worked between the 7th and the 14th. Many people not accustomed to this method assume, the first time, that "my pay is being held". It is not. You are simply being paid by a method that gives Payroll the opportunity to be more accurate and which is legal in all 50 states. The number of days in arrears you may be paid varies by state but no state prohibits the practice for what should be obvious reasons.