A blog without an RSS feed can't show up in the feed. For a few popular ones, like Paul Graham's, a community-maintained feed exists, so you can use that.
Feeds usually only list a blog's most recent posts, so older posts won't appear.
You have to find the feed URL yourself. Auto-discovery from the blog's address is on my list.
I've mostly built it for myself and saved the feed page as a shortcut on my home screen so I can open it just like an app :)