Hi dbatts,
you can put indexes.conf in one app (custom or default) or in $SPLUNK_HOME/etc/system/local (but I don't like!).
I usually put each of them in the related App.
So You can insert in your indexes.conf a stanza like this:
[my_index]
homePath = C:\splunk_data\my_index\db
coldPath = F:\splunk_data\my_index\colddb
thawedPath = F:\splunk_data\my_index\thaweddb
don't use spaces in path.
For other information see https://docs.splunk.com/Documentation/Splunk/7.0.1/Admin/Indexesconf
Bye.
Giuseppe
P.S.:
I usually use Windows only for test, never for production environments!
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