I thought when l enter something into a search bar, the search engine just goes through all the sites on the Web to find the answer. Right?

uses a database. When you put in a request to a search engine, it doesn't search the Internet or the World Wide Web. It's searching its database of URLs.

sends your request to different companies that have anything to do with the subject of your search and those companies respond.

only looks for matches on sites that have been added to the Internet since the last time anyone searched for that information.