Consider a country that is a member of the EEA (but not the EU) and also the EFTA. If the EU negotiates a zero tariff free trade deal with Costa Rica, say, do EEA/EFTA counties also benefit from this deal?
No, the non-EU countries won’t be able to trade under the new trade agreement, because it will (typically) only apply to goods originating in the EU or Costa Rica. The agreement will also specify rules of origin to define what counts as “originating in the EU”.
Indirectly, of course, they may still benefit from the agreement in that it bolsters the economy in some of their most important partners (the EU members).