They are all located on sites online. You simply type in a keyword that you want to search for and results are processed and displayed. These engines use special software that automatically index sites without humans ever seeing them. They are used by most of the main search sites such as Excite, Infoseek, and AltaVista. Usually, site managers simply e-mail one of these sites and submits the web address.
Computers index the site automatically and list it in their database.
Sometimes, sites may be indexed without the creator of the site submitting it. These use categories to list sites. Yahoo is a search directory. Sites must be manually submitted to the directory in order to be listed. Each site is reviewed by a human before being listed.