That's not exactly how Tableau Desktop works.
Are you replacing a file with a new version of the same file, with the same file name? If so, Tableau will see the new data when you open your workbook.
Are you adding a file to the folder and the new file has a different name but the same structure as the old file? If so, do you want the data from both the old file and the new file in Tableau? If that is the case, you can use the Wildcard Union feature of Tableau to union the two files.
If you are adding a new file, but you only want to use the data from the new file and ignore the old file, then you'll have to do that manually.
Are you using Live or Extracts ?
I am using Live for now.