EPiServer Search and CMS 6 requires you to do a lot of work yourself. It is better integrated in EPiServer CMS 7.

You can use use ContentSearchHandler or VersioningFileSystemHandler classes to manually work with the API. User the ServiceLocator to get hold of an instance:

var contentSearchHandler = ServiceLocator.Current.GetInstance<ContentSearchHandler>();

User contentSearchHandler.Reindex() to force a reindexing of pages and blocks.

The SearchInitialization module in EPiServer CMS will hook the following events to automatically update the index:

ContentEvents.PublishedContent
ContentEvents.MovedContent
ContentEvents.DeletingContent
ContentEvents.DeletedContent
ContentEvents.DeletedContentLanguage
ContentSecurityRepository.ContentSecuritySaved
UnifiedFile.UnifiedFileCheckedIn
UnifiedFile.UnifiedFileSummarySaved
UnifiedFile.UnifiedFileDeleted
UnifiedFile.UnifiedFileMoved
UnifiedDirectory.UnifiedDirectoryAclSaved
UnifiedDirectory.UnifiedDirectoryAdded
UnifiedDirectory.UnifiedDirectoryDeleted
UnifiedDirectory.UnifiedDirectoryMoved

During each start-up the SearchInitialization module will check if a full index has compleated. Otherwise it will queue a task that tries to build a full index.

There is a "hidden" user interface to see when the site was indexed and with a button that triggers reindexing:
http://yoursite/EPiServer/CMS/Admin/IndexContent.aspx

The actual index database is by default stored in the VPP folder where all uploaded files also are placed so the identity used by application pool should have modify access rights to this folder.

So, looking around, there seems to be a lot of great stuff but since things are hidden I guess they were in a hurry wraping it up. Maybe the first Service Pack will amend this?

PS. Do have a look at EPiServer Find also. It is a hosted solution but have build-in support for reindexing and a great fluid api.