Quartus automatically reads in files that match what they are looking for in their dirctory or User Libraries(Assignments -> Settings). For example, if the project is called top and top.vhd exists in the directory, Quartus reads it in. If top.vhd calls out a component called egress and there is a file called egress.vhd, Quartus reads that in. Many users rely on this methodology because it works.
I personally recommned adding exactly the files you need in the Add Files dialogue box. It allows for finer control, it's a better way to document the project, and it prevents common errors when users start making different versions, backups, etc. of existing files.
One other thing, when you do Add Files and point to a new directory, if its outside of your project directoy, it does the exact path name, i.e. "c:work\myprojects\altera\folderb\filename.vhd".
I usually change this to relative, i.e. "..\folderb\filename.vhd". There are cases where exact paths are better, but relative paths are often more versatile.