Ok, how I discover them in the Menu?

There is also a research subject to help your scouts find them much easier (very useful on very large maps).

Can someone explain how this Research works. I do not usually pick it since I am not sure what it really does. Are the gravity wells and the inhabitants randomly picked before the scout arrives at the planet, and so this makes it a higher change that it will be a minor faction? Or does this affect the way the scouts choose their next destination because they have some kind of internal calculation (digital ESP) that points them to the right location.

Well, its going to die anyways then before reaching it unless its like 2 jumps away, maybe the difficulties of the settings effect this I am not sure (I play impossible exclusively) but you can't just let them go or they will get crushed the moment they try to cross a planetary well with neutral units inhabiting it.

If the difficulty setting is not effecting this artificially then their uses are quite limited for a while. I should test it I suppose, it only take a moment.