You've got your code in the function, which I'm guessing is in a standard module, not in the form's module! Access has no way to know, form here where txtPolicyNumber.SetFocus resides!
I'm all for using functions to carry out common tasks, but to place a single line of code
DoCmd.RunCommand acCmdFind
in a separate function, and then call the function, unnecessarily using resources, instead of simply placing the single line of code in the click event of your button, is just overkill! Think about it; you're replacing one line of code with one line of code!
At any rate, place your line setting the focus in your button code, either
txtPolicyNumber.SetFocus
DoCmd.RunCommand acCmdFind
or
txtPolicyNumber.SetFocus
FindRecord()
And think about what I said about functions. If you have a task that requires 2 or more lines of code to execute, and you use it frequently, from multiple forms/reports/queries, then make it into a function. But if the task requires a single line of code, like invoking Find, or moving to Next Record or Previous Record, etc., simply use the line of code.