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Save the search → wait for the response, that the search was saved successfully → wait for the list of searches to reload → click the "cog wheel" → affirm that you want to populate the search. This creates a Job, which populates the Solr database. If everything is working as expected, the "cog wheel" SHOULD disappear from the list of searches.
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The only scenarios where a search MUST be generated is when a search uses Solr or when a search has free text filter(s).