As Mcmaddy said, the actual speed camera databases aren't usually free. I have a paid account with pocketgpsworld, and the camera (and other POI's) database seem to get updated several times weekly. But this does come at a price (albeit a small one for a subscription).
Getting them onto the SD card ready to be accepted by the car used to be "relatively" simple in that the old VW Germany website had a portal to a part of their site where you would load the databases up (with pictures) and you then had the choice as to whether or not to include the small "ding" noise when a camera was approached. s Talk-Torque said above, this site seems to have disappeared and now it seems VW wants you to load them up as Personal POI's as part of the Car-Net app.
Whilst I did try this method (as it was easier to do than the VW site), it doesn't appear to give you the ability to add a warning tone (unless it's changed recently) ? TBH, the bong is quite subtle anyway from the old German website method, and not like a decent external Sat Nav where it would sat something along the lines of "Warning, Speed Camera ahead" or something, so you aren't losing much really.