Then, you'll need to make sure IIS is properly set up, meaning that you need a directory where binary CGI scripts can be executed. It's possible you already have such directory (usually 'cgi-bin' or 'scripts') but it might not support binary CGI scripts with .cgi extension.

Start IIS (you can find it in Control Panel -> Administrative Tools -> Internet Information Services). Now, from the list on the left, open 'default web site' (IIS / server / web sites / default web site).

If you see a 'cgi-bin' child item inside 'default web site', go to its properties and skip the rest of this paragraph. Otherwise, right-click on 'default web site' and choose New -> Virtual Directory (or Create New Virtual Directory in old IIS versions). As the alias enter cgi-bin, then select the physical location for this directory, e.g. c:\inetpub\wwwroot\cgi-bin. Then, in 'allow the following', you'll need to select the check box for 'Execute' (in old versions, select 'Read, run scripts and execute').

Go to the properties of the new 'cgi-bin' directory by right-clicking it and selecting 'properties'. Make sure 'execute permissions' are set to 'scripts and executables' and that the directory has 'read' permissions. You can also click the 'configuration' button and check if the '.cgi' extension is already mapped (e.g. to Perl scripts). If not, all is ok, if it is, you will need to use the .exe extension for the script (you can set this in Search Engine Studio / options / search engine / file name of the cgi script -> change it to sessearch.exe).

Exit IIS and in Search Engine Studio go to options / output. In 'output directory for search box page files' enter any directory within your existing website where you want the default (empty) search box page to be saved. In 'CGI/search scripts directory (HTTP path)', enter /cgi-bin (a slash in the beginning means that it will be referenced as an absolute path). Then in 'output directory for CGI/search scripts', enter the physical directory which you specified in IIS when choosing the location of the virtual 'cgi-bin' directory.

After indexing document, and generating output files, your search should be ready to go! You should open your browser and type 'http://localhost/cgi-bin/sessearch.cgi' in the location bar (if you used the .exe extension, this should be http://localhost/cgi-bin/sessearch.exe). Also, you might need to reference the default website differently than by http://localhost.