Why can't I quick-search in my library?

In order for Quick Search to work, your library needs to be added to the Quick Libraries, and turned on. It’s possible to add and remove libraries to the Quick Libraries as needed, and when removed the library will not be deleted from Sigma but only from the Quick Libraries.

Here are the steps:

Click Libraries in the Tool Bar.
Then click on Quick Libraries.
And then Quick Library Settings.

In the window that opens, click on Add, select the library you want to add, and click on Open.

Your library is now available as a Quick Library simply by turning it by checking the box next to it.