On the Search tab of the Preferences you can set the options that affect the Search panel and the commands in the Search menu.
When a search action fails, EditPad Pro does nothing except flash the icon of the button you clicked on the Search panel. If this is not obvious enough for you, you can turn on the option "beep when the search fails or loops". A standard "error" beep then sounds when a search fails. If the "loop automatically" search option is on and EditPad Pro finds a match after restarting from the beginning, then a standard "notification" beep sounds.
By default EditPad automatically copies the selected text into the search panel when you prepare to search when the selection does not span multiple lines. If no text was selected, EditPad copies the word under the text cursor. If the selection spans more than one line when you open the search panel then EditPad automatically turns on the "selection only" option. You can disable this behavior by turning off the option to use the selected text as the default search term. Then opening the search panel shows it with the last search term you entered.
By default EditPad turns the Selection Only search option on or off when you prepare to search depending on whether there is a selection that spans multiple lines or not. You can disable this by turning off the option to automatically turn on "selection only" when multiple lines of text are selected.
Turn on "give the main editor keyboard focus when a search match is found" if you want to be able to immediately edit the search match after doing a Find First or Find Next. You can press F3 on the keyboard to continue to the next search match even when the editor has keyboard focus and even after the search panel has been closed. But if you prefer to be able to continue editing the text you're searching for rather than the text found, turn this option off.
Turn on "double-clicking a word instantly highlights all occurrences of that word" if you want to be able to invoke the Search|Instant Highlight command by double-clicking. Double-clicking still selects the word you've double-clicked on, regardless of whether this option is on or off.
Unintended spaces and line breaks may cause EditPad to apparently not find search terms that do occur in the text but without those extra spaces or line breaks. To avoid this, you can turn on the option to always visualize spaces and tabs in the search panel. When this option is off, the Search panel only visualizes these characters when you've turned on the option to visualize spaces and line breaks in the file you're editing.