Currently it just displays a dialog saying "No usages found" -
[OK]. It would be great if this would offer another button to search in the next larger scope, e.g. if nothing is found in "Project", suggest to search in "Project & Libraries".
I don't really think it should be automatic as in Ctrl-N because this could lead to large unwanted delays, but there could be an option in the Find Usages dialog as well.