Hello,
Sorry to hear you are having issues. It will not be automatically added to any of your Fences, unless you already setup Fences rules for it. Did you setup the rules first?
You just need to tick on, for example, move all new documents to specific Fence. You just need to tick on "Documents" and you can than set to send all new documents entering your desktop area to a Fence of your choice.
Thank you.
Basj,
Stardock Community Assistant.