Your question is a little unclear, I'm afraid.  If you had an accident in your new vehicle before leaving the dealership's lot, but it technically was now your vehicle, your insurance should cover it.  Even if you hadn't added it to your policy yet, there is typically a reasonable period of time the insurance company gives you to add it on and will cover it during that period if there is an accident.  If, however, you were still test driving it, and the purchase had not yet been completed, the dealer's insurance would cover it for damages.