As you know, Microsoft Windows comes with an indexing service.  That indexes most types of Microsoft files but not files from other sources such as PDF and ZIP.

Microsoft designed the system that third parties can write their own interface module, called an iFilter, to enable Windows Indexing Service to index additional file types.  For instance, Adobe Reader includes an iFilter that enables indexing PDF's.

I just found www.iFiltershop.com, which publishes iFilters for a variety of other files.  They are free for non-commercial use.  (To search, for instance, from Sesame you would need to write an interface.  The iFilter does not perform searches, it only enables indexing.)

Also check out www.iFilter.org for links to various iFilters.