When a download is run only objects that are queryable, not empty and are set to be downloaded will be included. The list of downloadable objects is:
select * from sfm.sfm_objects where is_queryable = 1 and cant_query = 0 and is_empty = 0 and download = 1
If the database initialisation was run with the -n flag then all objects will be set to download = 1. If new objects are added to Salesforce these will also be set to download and will be added to the database as soon as they have any rows.
If the -n flag was not set no objects are set to download and each object will need to be set to download using the objects command. Any new objects will not be downloaded by default and will need to be added using the objects command.