Once you create a new Class Team, a Class OneNote is added to the team. This One Note has sections for all the students (as usual) but... what happens if you add a new student to the class? Nothing. There's no new section for the new student. How will MS Teams solve that?
@Francisco Texeira Moreno, you'll need a little patience. The section group for the new student eventually appears in the OneNote Class Notebook of Teams. Sometimes it takes a few hours, but it is created. Check back after some time.