Ahh
Good question!
Well, we demons have a very simple method, we get summoned to that world, or a new demon appears bound to a wizard in that world.
For other’s, it’s a bit trickier.
Not really sure what the gods do, but I know they have scouting teams and they have some mechanism for detecting new worlds, and it’s not so much as simply new worlds, but new civilizations that are ripe for cultivating. Now how to detect?
I am not that technical/magical, but I remember Phaestus, Volund and the Altrusions discussing various devices that could scan for changes in mana “churn” which would allow them to locate mana using cultures in the multiverse. I assume the gods have variants of these, but my understanding was that it was very tricky. It was often easier to pick a “known” localverse and find other worlds in that than completely new localverses and worlds. The haystack is just so huge.
Also, there tends to be a settler rush once a new world is found, other gods/pantheons will try to “colonize” them as well.