As far as I know, we don't have a time frame for the founding of the New World Coven. I think that the 19th century is most likely, although much earlier dates are at least slightly possible.

Chances of the New World Coven being founded, by century
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  5th  6th  7th  8th  9th 10th 11th 12th 13th 14th 15th 16th 17th 18th 19th 20th 21st

5th through 9th centuries

Essentially impossible: there was no known travel between Europe and the Americas during this time.

Late 10th century/early 11th century

Barely possible. Norse colonists landed in North America during this period. They made no permanent settlements, so there is no obvious way for a vampire accompanying the Norsemen to have hidden from the sun during the day in a completely undeveloped region of a new continent. However, Underworld: Blood Wars apparently has a Nordic Coven, so an early vampire delegation to Vinland may be possible.

Mid 11th century to mid 15th century

Barely possible. I am not aware of any travel between Europe and the Americas during this time, but if the Nordic Coven existed this early, they may have set out for Vinland at some point.

Late 15th century

It's possible but very unlikely that a vampire sailed to Europe with Columbus. But traveling to an undeveloped continent is risky, given that a vampire would have no guaranteed shelter from the sun during the day.

16th through 18th centuries

Possible. After waiting for some infrastructure to be built up in the New World, the Old World Coven could have sent vampires to the new colonies. One possibility is that low-ranking vampires were sent in coffins as cargo to protect them from sunlight during the journey, under the protection of a sympathetic human.

19th century

Very possible. A large number of Hungarian Americans immigrated to the United States during this century. It would not have been difficult for an affluent Old World Coven to send some vampires to a known safe location in the New World, and they could have blended in with the other Hungarian immigrants.

20th century

Possible. Many Hungarians immigrated to the New World during this century. However, I get the impression from the first film that Amelia was already in the New World around the turn of the 20th century: Viktor left Kraven in charge of his affairs when he began his hibernation, even though Viktor and Amelia were presumably on good terms with each other. This makes me suspect that Amelia was already in the New World, forcing Viktor to leave a non-elder in charge of the Old World Coven.

21st century

Nearly impossible. The films give no indication that the New World Coven had been founded only months before the events of the first film.