What kind of database do `updatedb` and `locate` use

The cron job is defined in /etc/cron.daily/mlocate.

To run it immediately:

sudo updatedb

or better

sudo ionice -c3 updatedb

This is better because updatedb is set in the Idle I/O scheduling class, so that it do not disturb (from the I/O point of view) other applications. From ionice man page:

  -c class
          The scheduling class. 0 for none, 1 for real time, 2 for 
          best-effort, 3 for idle.

  ........................

  Idle   A program running with idle io priority will only get disk time
         when no other  program  has  asked  for disk io for a defined 
         grace period. The impact of idle io processes on normal system 
         activity should be zero. This scheduling class does not take a 
         priority argument. Presently, this scheduling class is permitted 
         for an ordinary user (since kernel 2.6.25).

There's no option for that in updatedb.conf. You'll have to arrange to pass options to updatedb manually.

With updatedb from GNU findutils, pass --localpaths.

updatedb --localpaths '/ /media/win_c/somewhere/Music /media/win_c/somewhere/Photos'

With updatedb from mlocate, there doesn't appear a way to specify multiple roots or exclude a directory from pruning, so I think you're stuck with one database per directory. Set the environment variable LOCATE_PATH to the list of databases:

updatedb --output ~/.media.mlocate.db --database-root /media/win_c/somewhere --prunepaths '/media/win_c/somewhere/Videos'

export LOCATE_PATH="$LOCATE_PATH:$HOME/.media.mlocate.db"