I am not sure whether or not Google indexes embedded metadata and if so which types (EXIF, IPTC, XMP ...); what it certainly doesn't index is metadata entered in the operating system's proprietary file info that does not get embedded in the file itself but stored only locally in the OS's file system (such metadata is consequently not uploaded to the web server along with the image file).
You can drag the image from the web page you mention to your desktop and then open it in Photoshop to check the metadata contents.Your image does not contain keywords nor copyright data, but it does have EXIF metadata embedded (the photo was shot with a 24 mm lens on a Nikon D1X in march 2003).
When you save your edited images, either use the "save as" (not the "save for web") feature or upgrade to Photoshop CS4 or CS5 which now has an option to keep some or all metadata even in the "save for web & devices" dialog*. I would also recommend to convert your web images to sRGB and embed this profile.
* see http://help.adobe.com/en_US/Photoshop/11.0/WS9E2C7F1A-87C0-4dae-9C0C-0 C2B3C566F84.html
(on the right side, above the colour table in the full size screenshot)
