For example i have this model:
class Product < ActiveRecord::Base
  attr_accessible :name, :order
end
Then when i did rake db:migrate it created this db/migrate/20120825132038_create_products.rb:
class CreateProducts < ActiveRecord::Migration
  def change
    create_table :products do |t|
      t.integer :order
      t.string :name
      t.timestamps
    end
  end
end
But it all happend cuz i used rails generate Product order:integer name:string
Now after i go to Product model and changes it manually to:
class Product < ActiveRecord::Base
  attr_accessible :name, :order, :category_id
  validates :name, uniqueness: true
  belongs_to :category
end
How can i auto update the db/migrate/20120825132038_create_products.rb with the updates?
You must rollback the migration (for example with bin/rails db:rollback ), edit your migration, and then run bin/rails db:migrate to run the corrected version.
down. The down command executes the migrations of your currently configured migrations directory. More specific the down migrations are being called. Down migrations are called in reverse order in which the up migrations previously were executed.
When you ran rake db:migrate, it did not create db/migrate/20120825132038_create_products.rb. That migration file was created when you ran
rails generate Product order:integer name:string
attr_accessible has nothing to do with migrating your database. 
I strongly recommend you read the Rails Guide on Migrations, as well as the section on Mass Assignment which discusses attr_accessible.
To generate a new migration file (since the one mentioned in your Question has already been processed by the previous rake db:migrate command you mentioned running), run
rails g migration AddCategoryIdToProduct category_id:integer
This should generate a new migration with contents like
class AddCategoryIdToProduct < ActiveRecord::Migration
  def change
    add_column :products, :category_id, :integer
  end
end
Running rake db:migrate again now will process this migration file, adding the new category_id integer column to your products table.
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