No receivers that I know of will find new "stations", that is, RF channels. You always have to scan for them.
Many, but not all, receivers will update their PSIP information (tables that contain the sub-channel information) as it happens. Others do not, though, and you will be stuck with old "channel names" until a re-scan, and will often not see the added sub-channels at all without re-scanning (you might continue to receive a replacement channel of programming, if only the name has changed, and not the other PSIP info).
Also, it doesn't hurt to "burp" the receiver occasionally, just to clean out any corrupted data.
Assuming you are DX'ing, you'll want to re-scan a lot. For the average viewer, you probably don't need to re-scan more than once every few months, unless you hear of a new station going on the air, or channel offerings changing on your existing stations.