If you can't find a Record you're looking for:
First, review the full set of Records you can search for with Command E
If you are searching for a Record from a supported Service, check that you've connected it in the Command E desktop app's Settings:
For cloud apps and services visit Settings > Integrations
For local files and folders, visit Settings > Search Directories
Note that if you have the Command E browser extension installed, web pages you've previously visited may be available in the Command E desktop app even if you haven't connected that particular service.