The support page on the the site says that RSS feeds of the built-in Recent search should just appear automatically, but that doesn't seem to be the case for me. Do I have to do something in particular to enable this?
Are you seeing feed icons on other sites? Increasingly browsers are making it so that you have to have extensions installed to see feed icons.
Wagn is still producing the needed rss link tag in the header of all search cards, but your browser has to be configured to interpret it.
(you can add .rss to any search to get the feed manually)
(e.g. http://wagn.org/recent.rss)
You can upload your own image (to, say, an image card called "feed icon") and use it to label a link to a feed with something like this:
[[http://wagn.org/blog_entries_search.rss|{{feed icon}}]]