This is set from this location in the Console:
Options | Server | Database-tab dialog.
Essential for Search
Mailbox Indexing makes it possible to search for messages in the mailboxes based on content - until messages are indexed they cannot be searched.
Indexing is controlled on a mailbox by mailbox basis, with the default action to use this system Default mode.
The default action is to delay mailslot indexing until Scheduled Index Maintenance (set in this dialog).
Indexing is resource intensive so it is normal to delay indexing until the normal Maintenance Period (set in this dialog).
See advice on setting Maintenance here...
If you schedule Message Indexing for a period outside the Maintenance Period and choose to Postpone Maintenance until a Maintenance Period then Indexing will also be postponed.
See the note on Database Maintenance for best practice for scheduling with Backup and Maintenance
Messages will not be 'found' until they are indexed. However, if you select Index mail on arrival you will be able to search right away, but message storage and importing will be slower.