After a tire is mounted on the rim, there is a chance that the tire hasn't been seated properly along the edge of the rim (the point of contact is called the bead) and the resulting leak can be detected by submerging the wheel in water.
Alternately, you can use soapy water to find leaks by coating the tire with it and watching for bubble clusters. The air escaping from the tire will form soapy bubbles, which last longer than bubbles in water, making the source more obvious. The bubbles may be harder to find if the tire pressure is low or if the leak is deep in the tread.