Whenever you search for something that doesn't directly match a system setting or installed app, Cortana taps into Bing and brings up a list of web results by default, rather than scouring your local hard drive for relevant files. Conducting a local search requires an extra click of the My Stuff button in the search results. (See the picture at top.)
That sucks. And worse, there's no way to force the search results to show your My Stuff files first. Or perhaps you just don't like the idea of every search result you run being beamed to Microsoft's servers.
Fortunately, there's a way to disable Bing and force the search bar to display local results before gnarly web searches--but it requires a scorched Earth approach to Windows 10's connected capabilities.
How to disable Windows 10's Bing web search results
First, you'll have to disable Cortana completely. There's no way around it.
To do so, open the Cortana/search interface, click the Notebook icon, and select settings. Here, simply move the "Cortana can give you suggestions, ideas, reminders, alarms, and more" slider to off to disable here. Note that in doing so, Microsoft still stores the personal information you've given Cortana on its servers; to see how to completely wipe the personal info Microsoft has stored, check out our guide to killing Cortana.
But we're not done yet! Once Cortana's silenced, open the search interface again and select the Settings cog. In the menu that opens, move the "Search online and include web results" slider to off to disable Bing's search integration.
Boom! That's it. Any searches you conduct will now search only your local files--though not your OneDrive-stored files, unfortunately. (Using the default, Bing-enhanced settings includes both local and OneDrive files when you click on My Stuff.)
If you don't want to kill Cortana, but do want a way to search your local files quickly, consider installing the superb Everything search engine program and pinning it to your taskbar for easy access. It's donationware. Then you can use Everything to conduct lightning-fast local file searches, and Cortana for everything else.
Want to learn more about Windows 10's new features and deepest secrets Check out PCWorld's guides to Windows 10's best tips and tricks, the 12 obscure new features designed to erase hassles, and the slick "new to you" technical improvements you'll find if you're upgrading from Windows 7.