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Search Engines per definition are information retrieval system designed to help find information stored on a computer system.
There are many types of search engines but we would limit our discussion to web search engines which search for information on world wide web.
Search engines were begin with an idea to ease the information finding on the internet. No body had an idea at that time the way it will turn internet business.
A search engine consist of three parts
First part is the spider which is also called the crawler or bot. This spider part visits a web page, reads it, and then follows links to other pages within the site. This process is often referred to as crawling or spidering.
Crawling of a website is done on a very regular basis, frequency of which is determined by the frequency with which website adds the content. It can vary from once in a month to several times in a day.
The spiders visit a website following links from other website or website submission it received.
The content that spider find is sent to its database or index as it is popularly known. This index is like a huge book that contains a copy of web page or cache, that the spider finds out. This constitutes second part of a search engine.
It also stores the structure and the way pages are linked to each other. This information would be updated every time there is a change in content or linking.
There could be interval between spidering and indexing which varies from site to site and engine to engine. But until indexed, the web page would not be available for the search terms.
Third part of a search engine is search engine software that works behind the interface when we use a search engine. This software will sift through the trillions of indexed pages to match the search query that user has asked. The pages are ranked by search engines and the search results are based on this ranking and relevance to search term. This is how a search engine determines what order shall be listed for a particular search.
Next time you search,just imagine behind the scene activity.

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Ah, you say there are three parts, then explain part one and part three – with no mention of part # 2…
Point taken Duane.8-)
Thanks for pointing. I discussed 2nd part without naming it.
It has been rectified.