How auto downloading artworks & videos works???

Hi!

I'm a registered user of Emumovies and i was wondering how the download service prgram works within gameex.

When i launch gameex, i see a bar on the bottom saying " downloading Sega saturn  videos" or "downloading GBA artwork" etc.
How does it work?

Does it uses paths specified in the emulator config to download files and place them at the right place or does it use the "default Download servic paths".
Does it scan every emulator configured in gameex which have paths for artworks specified???
I think the function is a really great improvement, but i wonder how it could be configured.

To resume : what are Gameex downloading and how to configure that, and where are the files downloaded?

Thanks for a little explanation