when i install lucene search on lucee6, and click on search i get an error No Search Engine installed! Check out the Extension Store in the Lucee Administrator for "Search".

That's true. The Search engine must be installed as a separate extension (which is cool, btw). Then it's easy to use cfsearch. The results are ok, but depending on your needs Elastic or (my current favorite) Meilisearch has much more functionality.

shared hosting means that only hosting provider controls Lucee setup, you should contact them about it. Running Lucee on VPS is easy tho