Using SendKeys, there is no way to hold the Window key like you can with Shift or Ctrl or Alt. What you're sending in your code is actually Ctrl-Esc then hitting the Shift key and releasing it. That combination will open the Start menu but then do nothing at all.
If you're trying to type a plus sign in the search box, you have to enclose the "+" character in curly brackets:
SendKeys.Send("^{ESC}{+}");