Welcome to the Shopify Community! There are a few reasons why your new products may not be displaying correctly. When you go to the Shopify Admin > Products > Collections and open this collection (New Arrivals), do you see products listed here? If yes, make sure that the products are active, and available for the online sales channel. If no, you can't see the products listed in the collection from inside the admin, what kind of collection did you make, manual or automatic?
Once you have confirmed that there are products listed in the collection, and that they are active and available to the online sales channel, we can look at the other settings that may be causing this issue. One possibility is that you've added tags to filter the collection when setting up the menu item, and this has mistakenly filtered out products. There is more about this in another staff member's reply linked here, make sure to leave the filter collection with tags box empty to show all products that exist in that collection.
Let me know how this goes, and we can go from there!
Have the products you added already been active? https://i.imgur.com/HFUUCHP.png
As long as you set Active and Online Store, it will display fine.
Hope it is clear to you.
If my answer can help you solve your issue, please mark it as a solution. Thank you and good luck