To find needed message use 
button on the toolbar. You will see the following window:
Here you are able to set Find Message parameters: From, To, Details, Text, Message type, Attachments, Date interval and needed folder(s) to search in.
Note: to select needed folder use Browse... button. You will see the list of your Messaging section's folders. Simply choose the one needed and press OK. In the case you wish to search in all the folders, select Local.
After the search is done you will see the result in the window below. Like the following:
See also: