When I open up explorer and click on the search, nothing happens. My guess is, WHS forces you to use the Windows Desktop Search on the taskbar.
Windows Desktop Search is not set indexing those files. I guess you could add those to your index if you like, but then when you log on remotely, and do a seach, the search result will also show those files.
To add C drive or D drive to your index. Right click on the magifier glass on the taskbar>Widows Desktop Search Options>Modify. Then you can choose what to add to the index