Please tap on the search icon in the lower part of the screen (next to the Setting icon). If you have several columns (e.g. artists, albums, tracks) open please tap on the column you want to search. Then enter the name of the artist, album, track etc. that you want to search.
If you want to search your COMPLETE library (or internet radio database) you have to make sure the respective item (artist, album, tracks, stations etc.) is in the FIRST column and then tap on the search icon. The first column always lists the complete library, while the second and third column are always a subset of the preceding column (i.e. they act as a filter).