When CC connects as a wireless device, it asks calibre for any updated metadata for books already on the device. It does not ask calibre to send books not already on the device, primarily because it has no idea how much of your calibre library you want on your device.
There are two ways to get calibre automatically to send books to CC: the calibre Reading List plugin and Smart Eject plugin. Which you use depends on how you manage your library and your device. Use Reading List if you want part of your library on your device and to control when the books are sent. Use Smart Eject if you want your entire library on your device.
The calibre Reading List plugin lets you keep a list of books in calibre that you want to send to your device next time you connect. To quote its description page, when a device is connected it can "Optionally sync each list to one or more devices, a folder or iTunes" and "Specify whether list sync should add only new items not on device, add all items every time, remove all items that are on the list, or replace all items on the device with the list". Because Calibre Companion acts like a device, all the features of Reading List are available.
The calibre Smart Eject plugin can tell you that your device and your library are not in sync. Again, quoting it description page, "Have you ever added or deleted books from your calibre library, only to find that you forgot to add or delete them from your ebook device later when you connected it? Or ever just wanted a big, easy to click eject button on your toolbar? That's what SmartEject does." The plugin does not automatically do the sync. Instead, when you tell calibre to disconnect (using the plugin), it tells you about any books in your library but not on your device and vice versa. You can then take whatever steps you wish.
Finally, if for books already on your device, what you want is for calibre to resend any book files you have changed by using the calibre editor, sigil, or some other tool, see What does "Sync newer book files" (Settings / Other) do?