I have no issues with using it. One thing to bear in mind is that Finder doesn't search the contents of the Library folders unless you are inside that folder already. Hidden files are also excluded. Also, depending on your preference settings, the search will be limited to the current folder (and its subfolders); the entire Mac; or "the previous search scope".
I'm wondering if you are confused about something. When I press CMD-F, Finder switches to the search results view, but the focus for the keyboard doesn't actually switch to the search box in the toolbar. Are you simply pressing CMD-F and not typing anything, or trying to type but getting nothing because you didn't click in the search box where you enter the actual text? For the record, I think it's absurd that the focus for the keyboard doesn't automatically jump to that box.
EDIT: if you are using it correctly, then maybe try rebuilding the Spotlight index. You can do this with the freebie
Onyx.