To use the find dialog, type the expression you want to search for in the Find what box. There are also other things to notice.
Options:
Match whole word only - Only matches a word with the expression if it is exactly like the expression; if the word has more (or less) characters, it is not matched.
Match case - Only matches a word if it has exactly the same case as the expression. For instance, with this option turned off, "Something" would match "something", but with it turned on, it wouldn't.
Regular expression - Allows for use of standard regular expressions as the search pattern. For more information on regular expressions, check this.
Direction:
This allows you to choose the direction in which the search is to be performed. For instance, if you want to perform a search from bottom to top, you should select the last message, and set the direction to up.
Action:
This allows you to choose the action to perform, regarding the search pattern.
Find next matching item - Finds the next item that matches the search pattern.
Select all matching items - Selects all the items that match the search pattern.
Remove all matching items - Removes all the items that match the search pattern.
Keep all matching items - Removes everything, except the items that match the search pattern.