As explained in the comment of Ruadhai Dervan, the case where $X$ is not Fano (or even worse, when $X$ is not weak-Fano) is probably hard to deal with.
The Picard group of $X_r^n$ is generated by $H$, the pull-back of a hyperplane, and by $E_1,\dots,E_r$, the divisors associated to the points blown-up.
In dimension $2$, Nagata's conjecture corresponds to say that if $r> 9$ and $dH-\sum_{i=1}^r a_iE_i$ is effective, then $\sum a_i< \frac{d}{\sqrt{r}}$ (the result is false for $r\le 8$, which corresponds to the Fano case and for $r=9$, as you take a cubic through the points). This is true when $r$ is a square, and proved by Nagata, but still open if $r$ is not a square and $r>9$. There are however partial results in the direction of the conjecture, that you can find on the web by looking for "Nagata conjecture for curves".
In dimension higher, I don't know what are the results when the variety is not Fano.
You can also describe when $X_r^n$ is Fano, or only weak-Fano, depending on $r$ and $n$.
In "Weak Fano threefolds obtained by blowing-up a space curve and construction of Sarkisov links." Proc. Lond. Math. Soc. (2012) 105(5): 1047-1075, S. Lamy and myself considered the case of blow-ups of curves in $\mathbb{P}^3$, but also did the easier case of points (see section 2.7), which is basically an exercise.
I summarise the result:
For $n\ge 3$, $X_r^n$ is Fano if and only if $r=1$ and is weak-Fano (and not Fano) if and only if $n=3$ and $2\le r\le 7$.
You can also have a look at the texte and see the conditions that you need to put on the points so that you obtain a weak-Fano $3$-fold.