Find unadded files in Team Foundation Server
You might want to make sure you have the latest version of the TFS client installed (VS 2008 SP1) as that makes it much easier to work with files. Also, take a look at the TFS Power Tools - especially the tfpt online command.
The tfpt command line has a bunch of handy TFS utilities. Once you install the TFS power tools, type "tfpt help" at a Visual Studio 2008 Command Prompt to get a list. If you do "tfpt online /r" in the root of your solution it will detect the files that are writeable in your local file system and pend adds or edits for them. You might want to limit the command so that it only looks for source files - "tfpt online /r *.cs" for example.
Go to Source Control Explorer, right click on the folder you are interested in and choose compare.
This will show both files that are not added and also files that have been modified without checking out first.
This solution does not require Power Tools
In VS 2015 this helped me to add file to the Version Control
Open "Add Items to Folder..." Context menu item in Source Control Explorer
Add necessary files
Yes there is. Navigate to Source Control Explorer. Click on the project you're interested in. Click the "Add Items to Folder" button. It is two over from the refresh button. This will give you a list of all files that are in the folder but not added to source control.