I have a bunch (1000s) of external files that I want to search using SharePoint search. What is the best way to index these files and get SharePoint to Search them as well when users key in queries?
Assuming those files are hosted on a file share, you can create a new Content Source and point it to that file Share. Your Content Access account (also known as Crawl account) Should have read permissions on the entire share folders, sub-folders and files.
If your results are only returned from a single content source which is typically the "local SharePoint sites", then you will need to configure a new Scope (or Result Source if you are using SharePoint 2013) that would include both Content sources.
ContentSource is a managed property in SharePoint 201x and can be used to define your Result source. An example can be found at http://msftplayground.com/2014/01/filtering-sharepoint-search-results-by-content-source/
If You want to search external file on a disk then External USB disks are becoming larger, faster and more affordable every day. This makes them nearly ideal for use as mass storage devices for music, videos, photos or as backup storage for files and systems.
While USB disks are generally very reliable as file storage, they do introduce some unique risks when compared to internal disks and non-removable media. The most obvious risks are physical hazards, such as a disk being dropped on the ground, mishandled or exposed to harsh environments (extreme heat or cold, moisture or direct sunlight) for a prolonged time.