Sorry... I was a bit stressed while writing
When you click the search button in the download tab. Phex will start a search with the search term configured for the selected download. Matching results are added to the candidate list. But the full search results are not displayed anywhere like for standard searches.
If you manually do a standard search, results that match any of the downloads are also added to the candidates. So it is basically the same logic like for standard search, just that the results are not visible.