When you save the new items to the Desktop or the Documents, you can easily access them from the Finder's sidebar. If the Finder doesn't refresh the new items and not show them there, the causes could be damaged Finder preference files, outdated macOS and applications, etc.
When the Mac Finder not working/responding, you can try the following methods to fix it not showing new items:
Relaunch Finder. You can force quit apps on Mac from Apple Menu > Force Quit, choose Finder, and click the Force Quit button.
Restart your Mac. Giving a fresh start to Mac could fix some minor issues and it could make the Finder refresh with new items.
Reset the Finder preferences file. It's possible that the malfunctioning Finder is caused by a corrupted preferences file, commonly known as a PLIST file, you can remove it(com.apple.finder.plist) from the Library folder > Preferences in Finder and restart the Mac to recreate it.
Update your Mac. Make sure the macOS and the applications are updated to the latest. Outdated macOS and apps could bring abnormal performance on your Mac, this method could fix the Finder not refreshing with new items.