When creating search index you can specify only one page where the content is published. It is required to have news widget on this page if you are indexing news items. All other pages that have news widget on them will be indexed also, if you select a page without news widget on it no results will be returned.
If you are selecting Home page as the default page when creating news widget make sure you have news widget on this page, if you index blogs and events also make sure you have their widgets on this page too.
The index will search the whole site and all pages that allow to be searched (access page Action menu -> Title and Properties and make sure "allow search index to index this page" checkbox is selected.).
Searching content on other sites will not work, the search index searches only the contents of the current site.
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