General Options -> Behavior
These option will allow you to either:
Redirect when clicking on search icon
Redirect when hitting the return key
It is possible to redirect either to the default
Results page or WooCommerce results page
First Matching result
Custom URL
In case you have a different search template or using permalinks, you can change the redirection URL with this option.
The default value should work with all themes though.
The {phrase} variable is always replaced with the actual search phrase.
This is also a great option to add additional parameters to the redirection. For example if you want to redirect to the WooCommerce product results page, you should change it to "?s={phrase}&post_type=product" like so: