Answering to myself: The problem was in that I misspelled the menu
caption Help in Spanish (Ayuda). More precisely, there were
characters that visually appeared like Latin, but actually were in
different encoding. The Search menu field appears automatically when
the menu caption is spelled
I am localizing my app into different languages, and I've noticed that
in some languages (e.g. Spanish, Italian) the built-in Search field
does not appear in the Help menu of my app, though it still appears in
other apps. What can be wrong with it? Thanks!