Great question. You’re right that the export step Send to Shopify doesn’t have a way to create new products yet (this is something we’re working on adding in the future).
To use Shopify’s auto collections on newly created products, you’d first set up the auto collections system in Shopify with the rules you need by following this doc: https://help.shopify.com/en/manual/products/collections/automated-collections
Then, any new products you create in Parabola will be applied to auto collections after you send them to Shopify using the step Send to an API.
Let me know if you’d like further clarification or have other questions I can assist you with.