Local search just searches the server you're connected to. This is very fast, but you wont find everything.
Global search asks all servers. This is slower but you'll find nearly everything.
Kad search searches the kademlia-network (see wiki), this is very slow and the rate of success is different. Try this if you don't find anything with the servers or just use it if you are not connected to a server.
I'm not quite sure, but I think jugle is down, but they're both web-powered search engines. Imho very uncomfortable, never used it.
