You've probably used Spotlight, OS X's search service, at one time or another. Located in the menu bar, Spotlight can quickly find just about anything stored on your Mac.
Screen shot courtesy of Coyote Moon, Inc.
You can also access Spotlight from any Finder window you have open. By default, Spotlight will still search everywhere. But when I search from a Finder window, I prefer to limit the scope of the search to that folder. If I want to search everywhere, I'll use Spotlight in the menu bar.
If you would like to control your searches, you'll find instructions on how to do it in this guide: