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Auto generate entity model from database to current DbContext class

I am working on CodeFirst and have auto-generated the DbContext and Entities models for the first time.
It successfully generated Entity Models:
But for awhile, the Database has had some new tables, and I have had to generate new C# Entity models. Currently, there is no way allow me to automatically generate a new Entity class for the existing DbContext.
Would you please advise me on it?

You have three options (to my knowledge):
Delete DbContext and existing models and regenerate from scratch. If you haven't made any changes to the default context or entities this is an easy approach.
Generate a new model and copy and paste the DbSets and model configurations into your existing DbContext. Then you can just delete the newly generated context.
EntityFramework Migrations - Once you have the database created you can make future updates to your code-first model and then apply them to your database rather than the other way around.

Entity Framework 6 Migrations - Generates "SchemaName"."TableName"

I'm working on a database for maritime monitoring data. I made a classic EER-Model (MySQL Workbench), generated an interim database for Entity Framework 6 Code First by Database First to get started with Entity classes and DbContext implementation. From here on out I need to use EF Migrations
When I add the initial Migration the create table statements are naming the Tables like "DbContext"."TableName"**so the Database looks like **"SchemaName"."DbContext"."TableName" which is ugly AF.
I could write table names in modelbuilder fluentAPI or annotate them, but this is a hassle with a huge number of tables.
how can I alter the conventional naming? I just want the migrator to call the table like the property in DbContext derived class

You can also use the Table annotation:
[Table("InternalBlogs")]
public class Blog
See: Code First Data Annotations

What is the Major Difference between Entity Framework of ASP.Net 4.0 and Entity Classes which is written by developer?

Before entity Framework, Developer was writing the code Entity Classes which is contains the getter & Setters Method for Data Table Fields (Columns).
what is the purpose of introduce Entity Framework, and what's different between Entity Framework and Older traditional way to write down Entity Classes?

If you do not use EF (or any other ORM tool), you will have to write both entity classes and related database operations by hand.
ORM tools creates both entity classes and an abstraction of related DB operations automatically.
In case of EF, it creates entity classes and an ObjectContext (or a DBContext) which allows you to manipulate DB entities without writing SQL code.

Entity Framework provides ORM capabilites to Entity Classes. You don't need to craft CRUD or Database operations on database layer, EntityFramework handles it.

map existing database to model that creates another database

I am using CodeFirst approach, EF 4.0. I have model of tables that application uses. However I want to use another database as encyclopedia, meaning this database has a lot of data and these data is interconnected by foreign key. I have declared DbSet of my external datebase. However when model is generated, all entities that has to exist within my external DB, are placed as empty tables in my main DB. So here is the question. How can I specify for some entities to use external DB while for other use main DB?

What is the difference between a sql table adapter and entity framework model?

They both seem to create classes based on a database schema. Why would you use the entity framework model over a table adapter?
They both allow me to easily drag a sql table onto a surface in Visual Studio, after which a class and all the code is generated which allows me to automatically create/update/delete records.
I know the entity framework is the clear choice, I just don't understand why.
Thanks!

Data-Set, Data-table and Data-row offers relational API - they are your RDBMS entities mapped as objects in .NET world. You can't have inheritance. You cannot have graph like structures.
EF on the other hand, allows you to model your objects as you want them to and then map that to RDBMS schema so that it would manage the persistence part. With EF, you can work with the conceptual (domain) model rather than relational model. For example, a EF entity might be projection from multiple tables or you can have several entities built upon a single table (e.g. inheritance scenario).