Any device that is listed in Windows Explorer via a drive letter. For example, hard drives (internal and external), floppy disks, flash cards, Smart Media (SM), SONY Memory Sticks, IBM Micro Drives, Multimedia Cards (MMC), Secure Digital Cards (SD), Zip disks, etc. If it is a mapped network drive, or is not formatted with NTFS or FAT, then FindOnClick has to use the slower standard Windows search method.
FindOnClick cannot search devices listed as proprietary Explorer extensions (typically displayed after the last drive letter on the system, around the same position as Control Panel - position varies with OS). Many mobile phones and cameras present this way, for example.
With some proprietary Explorer extensions, right-clicking them will produce a context menu with a 'Search With FindOnClick' entry, and using it will open FindOnClick with a special path inserted to represent the location/device. But, trying to actually search this location will fail ('no results found').
Some devices mount their fixed internal storage as an Explorer extension and also mount their optional/removable internal storage (SD card, etc. - if any) as a drive letter: double-check no extra drive letter has suddenly appeared also.
If not, you may be able to remove the storage (SD card, etc) used in the device and mount it in a card reader or suitable equivalent. You should then be able to search the storage device itself via the drive letter this allocates.