Almost 99% of the time problems with Agent Ransack not finding files is down to forgotten criteria (e.g. a date/time restriction). Because Agent Ransack starts-up loading the previous search it can be easy to forget that you'd, for example, unchecked the 'Sub-folders' check box.
If you've just installed the product please reboot. Then before trying anything else do a new blank search via the menu option:
IMPORTANT: Do not type anything into the criteria fields, no File Name, no Containing Text. Now click the Start button and see if any files are shown. If nothing is found go to the next option...
If a new Blank Search didn't work the next step is to reset the configuration settings, which are normally stored in:
With Agent Ransack closed first delete the file:
Try a simple search and if that doesn't solve the problem close Agent Ransack again and delete the file:
If that still doesn't sort the problem out contact tech support or post another question here.