Since Windows 10, the beginning menu search continues to be abysmal. I mean, it couldn't find files properly, it missed the obvious searches even with correct pronunciation and words. Instead of showing your files, often times you will be treated with Bing search engine results. The "Best Match" Bing results are by no means useful in actually searching for local files.
In fact, unless you store all your files inside the library folders (like documents, pictures, downloads, etc.) or on the desktop, you just cannot search for your files within the start menu.
With Windows 10 version 267 (19H1), it's all changing. Microsoft is finally hearing its users and added a new feature called enhanced way of search indexer. By activating the enhanced mode for search indexer, Windows will index your w