Solution: Make sure DrServer.exe is running on all nodes. For the "Search LAN" button to work, UDP broadcast is used on port 19666. It must be also enabled in firewall. Sometimes even after enabling, it won't work - in that case entering slave addresses manually is necessary. You can type them directly into the list in DR settings or create a .txt file:
1. On master PC: create a .txt file containing one slave IP-address or host name per line
2. On master PC: in Render Setup > System > Distributed Rendering press "From file..."
3. On master PC: load the previously created .txt file