I assume you got the FileWatcher from SQLBI.com.
You need to have the package constantly running. This is best done by creating a SQL Agent job that starts when the Job Agent starts (one of the scheduling options for jobs).
The FileWatcher component does not use much overhead, but your package will get loaded into memory, so you may want to make sure your package is relatively small or use a sub-package with DelayValidation on so you do not have a big piece of memory taken up all the time.
Also, watch out for the FileWatcher. It works off of file system events that do not queue. So, if you have it watching for new files and then processing the file, if a second file come in while the first is processing, you may miss the event.