Final answer:
Amazon Redshift data loader keeps track of files arriving in S3 to be processed through automatic file indexing.
Step-by-step explanation:
When using Amazon Redshift data loader, it keeps track of files arriving in S3 to be processed through automatic file indexing. The data loader scans the S3 bucket, identifies newly arrived files, and indexes them for processing. This automation ensures that files are processed in a timely and efficient manner.