If you use the location window to add the location to a picture, the result is apparently saved in the image file field xmp.exif:GPSLatitude/Longitude field.
With as result that geotagging works only for jpeg-files, not for raw, psd, mp4 files etc.
If the location was saved in a special jAlbum GPS file, like is also done with captions and titles, the location window can be used for all files, images and videos, which can be processed by jAlbum.