I know things like images, music, videos support metadata. My idea is that I want to write a download manager that adds info to the files I download: the URL I downloaded it
There is a thing called an "Alternate Data Stream" which NTFS supprorts for any file. I'm not really sure what it's meant to be used for though.
The metadata that you see in JPG's (exif properties), MP3s (ID3 Tags) and whatnot are all proprietary to each file format, and Windows simply knows how to read those properties. Same goes for Modifed/Created/Accessed dates. There is no one method of storing this data.