Found a solution here: [Cortana not finding Desktop apps when searching for them][1]

Here is the relevant part:

I reinstalled [Cortana] using the following procedure:

1. Open an elevated CMD window (press win + X, and then press A)
2. Type 'start powershell' (without quotes) and press enter
3. Run the command:

Get-AppXPackage -Name Microsoft.Windows.Cortana | Foreach {Add-AppxPackage -DisableDevelopmentMode -Register "$($_.InstallLocation)\AppXManifest.xml"}

After 30 seconds the problem was solved on my machine. Finally!


  [1]: http://answers.microsoft.com/en-us/windows/forum/windows_10-win_cortana/cortana-not-finding-desktop-apps-when-searching/f612e995-6664-4b91-b6ae-96790e763858