Can I simply copy mdf and log files into the data folder to add a new database?
Does MSSQL server automatically attach all mdf's in the data directory?


No it does not attach a new mdf and ldf automatically. 

Instead of fiddling around with stopping sql service and copying around mdf and ldf files, I suggest you take a look at backup and restore commands.

backup database foo 
to disk = 'd:\backup\foo_full.bak' 
with init, stats =10, compression


-- now restore the database with move and recovery

restore database foo 
from disk = 'd:\backup\foo_full.bak' -- backup location
with recovery, stats =10,
move 'logicalName' to 'M:\data\foo.mdf', -- mdf location
move 'logicalName_log' to 'L:\log\foo_log.ldf' -- ldf location