I presume the site was working fine before you moved it? In which case all you need to do is to check the initial server's custom tag paths (in CF Administrator), and make sure you have replicated those settings on the new server, as well as copy any additional files as required.
Is there a way to identify custom tag files? I mean may be the site I have contain custom tag files and I don't know about it? In this case I will just set its path in ColdFusion administrator and it will work!
Do these files have a certain extension? Or a certain naming convention for .e.g since this custom tag is "selectdate" so its file must be by this name?
How do I identify a custom tag file?
Identifying a custom tag file is hard because it is simply just another .cfm file. If they are not in a designated place, you almost have to open every file and hope for some documentation.
As Dan says, they're just CFM files. Usually one can identify them as follows:
* they're in the same directory as a file calling <cf_somefilename[...]>, wherein there is a somefilename.cfm is the name of the file
* they're in one of the directories set as custom tag directories (in CFAdmin, or Application.cfc)
* they have references to "thistag" or the attributes scope in them (although the latter can produce false positives on Fusebox sites)
By the sounds of it, your issue is - like I said before - you haven't got your custom tag dirs set up in CFAdmin (or in Application.cfc, which I didn't mention before). Investigate that.