If the desktop has focus and I press super and then e, a little text box appears at the bottom right hand corner of the screen. What is it supposed to do?
I don't think Super + e is a defined shortcut in unity. It's not even defined in the unity shortcuts when you long press the super key until the overlay appears.
What you're talking about is search and can be activated by pressing letter e only or any other 'typing' key - letters, numbers or special characters like ,, ], etc.
It will search the desktop. By the way: no need to press the super key for that ;)
If you type characters all the files on the desktop that start with those characters will get highlighted.