I found it annoying every time I enter something into the search box in Windows 10 all sorts of useless items that are on the Internet pop up in the menu. So, I learned how to disable the web search from the Windows 10 search box

1. Open the Group Policy Editor, tap on the Windows-key, type gpedit.msc and hit enter.
2. Browse to the following path using the left sidebar: Local Computer Policy > Computer Configuration > Administrative Templates > Windows Components > Search
3. Locate “Do not allow web search” and double-click it. Switch the preference to enabled.
4. Locate “Don’t search the web or display web results in Search and double-click it. Switch the preference to enabled.
5. Locate “Don’t search the web or display web results in Search over metered connections” and double-click it. Switch the preference to enabled.

However – as of Windows 10 version 1803 – this does not work any more!

If you are running Windows 10 version 1803 or later, use the following fix:

Either:

1. Download this file your desktop: BlockWebSearch and rename it BlockWebSearch.reg
   or
2. Create a file named BlockWebSearch.reg on your desktop
   Put the following lines into the file

   Windows Registry Editor Version 5.00
   [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Search]
   "BingSearchEnabled"=dword:00000000
   "AllowSearchToUseLocation"=dword:00000000
   "CortanaConsent"=dword:00000000

3. Double click on the file add the registry entries

Thanks to  ghacks.net for the information about how to fix this issue in Windows 10 version 1803 and later.