The registry key\values at that location seem to refer to a store.
What I was looking for is a registry key to add a path to the list of locations that are indexed.
I may have expected to find this under HKLM/.../Locations/All but there does not appear to be such a list of locations.
GUI-wise the way to modify these settings is
Right-click on the wds icon in the system tray; go to WDS Options; Modify.
I'd like to add locations to that box. If I could by simply adding registry key, that would be great. It seems that I have to write a dll and implementing some CrawlScopeManager thing with doesn't appear too clearly documented.