The ships were lost or destroyed in the war against the Wraith.

The Lantean-Wraith war took place in the Pegasus galaxy ten thousand years before the present, and it lasted a century. The Atlanteans lost. An elderly, time-looped Elizabeth Weir described the final stage of the war:

ALT-WEIR: The Atlanteans sent a delegation protected by their most powerful warships in the faint hope of negotiating a truce. One on one, the Atlantean ships were more powerful, but the Wraith were so many. After that great battle, it was only a matter of time.

— "Before I Sleep" (SGA:1x15)

Since the Atlanteans didn't have a substantial fleet after the war, they could not have afforded to leave ships in our galaxy during the war's later stages, and they would have had an easier time recovering lost ships from the Milky Way (where Atlantean power was unrivaled) than from Pegasus.

After the war, the Atlantean refugees travelled to Earth via Stargate. From that time forward, they⁽¹⁾ dedicated themselves to ascension (for which ships were unnecessary) and non-interference (for which ships would have been counterproductive) with less-advanced cultures.

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⁽¹⁾ EG, Ganos Lal / Morgan Le Fay.

In Stargate SG-1 S8E13, "It's Good to Be King", Sam, Teal'C & Daniel find a puddle jumper/gate ship: the one they used to go back to ancient Egypt. To get the Z.P.M it has a cloaking device so we know that the Ancients/Alterans/Atlanteans have that technology and although it is more than likely they did all go to the Pegasus galaxy to help with the wraith war it is at least possible that there are some ships still in our galaxy. And that the only reason that they haven't been found is that they are cloaked & if its run on 1 or more Z.P.M it can last 10000's of years as long as it's only running one thing e.g. the cloak not life support nor engine etc.

This is never directly addressed. Obviously the ancients had ships of some sort, otherwise they wouldn't be able to seed the stargate network. In Pegasus, humans discover a war-torn galaxy, and based purely on the Lanteans' need for ships during their war, it is not surprising to find them here and there. This was not true in the milky way, where the problem the ancients was facing was a plague. Remember, unlike Pegasus, there are no major space-faring civilizations in the milky way; the goa'uld are primarily planet bound and feudal, and their influence is almost universally confined to worlds with stargates, with ships being used to fight over worlds with stargates [it is a major plotpoint that worlds with stargates unknown to the goa'uld, or worlds without stargates are 'safe' to some extent from the goa'uld, such as Hebridan or the Aschen homeworld]. Also, space is big; there could be many thousands of ancient warships floating around out there and no one would know.

Additionally, the Time Traveling Puddle Jumper was put there by Janus after the Lanteans returned to Earth.

The best way to answer this is, is to look into the rough timeline of the Ancients.

As we see in Atlantis' opening episode, SEVERAL MILLION YEARS AGO, is when the Ancients left Earth in Atlantis. They arrive in the Pegasus Galaxy and spread out, then the wraith arrive and a huge war erupts. The Ancients bring ALL ships back to Atlantis to evacuate through the Stargate to Earth. The only exception to that is the few aboard the Lantean Warship Tria who were unable to get back so set course for Earth before their hyper-drive broke down and they proceeded at relativistic speeds.

That's a very brief but accurate account for Pegasus, but what about the Milky Way?

We know the Ancients suffered from some sort of plague in the Milky Way, Window of Oppurtunity showed us Golf through a Stargate is possible; it also showed an Ancient outpost attempting to give themselves more time to stop something, maybe a plague?

Then of course there is the actual plague that Ayriana had in Antartica. The same Ayriana (name in Ancient unknown) that appeared at the pilot of Atlantis. So that plague happened several million years ago and those that didn't die or go to Pegasus tried to reach ascension (successfulness unknown).

So simply put, I don't think they had any ships in the Milky Way, maybe those they had left for Pegasus long ago to avoid the plague, or they just simply haven't lasted long enough.

When you also consider that any ships in orbit back them would most certainly have re-entered the atmosphere of whatever planet they were orbiting after a million or so years without someone to correct those orbits.

sorry to revive this but think of it like this:

SPACE IS VAST

the nearest star, let alone planet is like 4 lightyears away. that's a lot of empty space. the SGC NEVER found an actual deployed (unless by them) space gate. probably because the guaold had no use for them and thus wouldn't mark them and O'Neil wouldn't have added them because at that time the SGC had no real way to utilize them.

PLUS the whole aroura episode showed that the ship was nowhere NEAR a gate, and the only reason it was detected at all was because of the homing beacon activated by Atlantis.

without anything like that beacon in the milky way, or even the frequency they operated on, they wouldn't know if a ship like that was in the galaxy. there could also be dozens of other space junk floating in both galaxies. remember the experimental planet defense cannon the SGA team found? entire FLEET of destroyed wraith ships. from 10,000 years ago, still in orbit. (probably far enough out not to fall) and they couldn't detect it until they got a ship/probe up there.

as for what the system lords were able to capture, most likely they did find some form of warship. given that their main guns were pulse not beams, they kind of mimicked the drones. as well as the fact that even the wraith couldn't duplicate ancient power systems. so they system lords would have had to use whatever system they had or could duplicate to charge their drives. as such their ships are MUCH less efficient.

as for getting a puddle jumper they clearly tried to copy them with the old style gliders (season 2-3 cliffhanger) that left them with a ship that required good pilots instead of the advanced computer support that the jumpers clearly had.

there could also be other races ships... there's probably wrecks of Asgard ships that had accidents, ancient ships where the crew all died from the plague mid transit and is now floating. then there's whatever the NOX might have used. then there's the furling's, who the only thing we might have on their tech is Maybourne's gateway. plus any other race that might have wandered into ours and left something behind.