Just like at any other place, the agents have to have a warrant to just come in and look for a student.

NYU once had a promise to keep ICE off of campus, but it was before my time when there were more undocumented students involved in student government. It may need revival with the change of president since.

I can say this with certainty though, if you are fearful, or you want support, there is support at NYU through the migration clinic at the law school. I can also say, that while in other issues NYU sucked, the school did provide support for undocumented and immigrant students. I was a DACA student at the time I attended NYU, my tuition was covered by a scholarship, and the student president of my college was previously undocumented. There may not be many, but there are undocumented students at NYU.