Neverfail for SQL Server will automatically detect and protect new database (and log) files when they are configured in SQL Server. These will be detected when the SQL Server filter discovery is polled (by default, every two minutes). Please note, new filters will only be created if the databases or logs are outside of the current filter set.
You should avoid configuring more than 20 different, previously unprotected locations for databases and log files in a two-minute period. If your requirements exceed 20 individual locations then add the databases in batches, waiting for the filters to be created before you proceed.