Larskj,
the application configuration can be used to point at your own server hosted geocoding / reverse geocoding, place name and routing services.
dreith,
the find dialog does not work with attribute data for layers added to the map or tables that you add. This is custom code that you will need to write. There are some addins available from the resource center that you could use to perform this functionality for you.
seferg,
the only caching that is happening is that of the 'Found' placenames that you have previously searched on. Its functionality is really only to help fill in the text for you should you be re-searching for a place previously searched for. It still requires a query to be sent to the server.
I can't repro your issue but will perform some more tests with some other machines. Sorry that you are experiencing issues with it.
Edan