From memory:
Spotlight should start indexing any external disks that you connect to your Mac. The index-information is stored in a hidden directory called .Spotlight-V100 which is made on the root of every Volume (ie partition) of any disk(s) that's being indexed.
If the indexing is interrupted before completion, the first time you connect a disk, I think it will have to start all over again, but once finished it will only update the index whenever you re-connect it...