When you open files with JEdit, it caches the file in the directory. So if you add a file outside of JEdit and then try to open it, the directory listing may not show the file you are looking for. If this happens, there's a quick and easy fix. Just right-click on the directory where the file lives (in the left side of the file open dialog) and you'll get a context menu that has an option called "Reload Directory". Select this and JEdit will flush the cache and read the directory directly from the disk, this should fix the problem and your file should then show up. The image below shows the contextual menu you should see in JEdit.

JEdit contextual menu that allows you to reload a cached directory