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Introduction to Linux - A Hands on Guide
This guide was created as an overview of the Linux Operating System, geared toward new users as an exploration tour and getting started guide, with exercises at the end of each chapter.
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If I'm looking for files, I use the GUI search tool in the menu: I've lasted for years without learning find or locate! If I'm looking for programs, I use the nice, categorised menu button. Like other people round here, I've never used Windows so I don't know what their search button does. A quick search came up with the button to launch the PA program on a Windows phone, but I don't think that was what you meant.
There isn't a search button per se, there are lots of search tools available, terminal (command line) and gui. For gui, try installing Angrysearch, or Catfish, or just Google linux search utilities or as others have mentioned here.
Distribution: Debian Sid AMD64, Raspbian Wheezy, various VMs
Linux is not Windows.
Oh, and Linux is not Windows.
You will find that Linux doesn't behave like Windows and one should not expect it to. The above posts give some ideas of how to do what you want to do using Linux. When trying to do something using Linux the best way to ask for or google a solution is "How to x on Linux" rather than simply expecting it to be a Windows clone, which it is not.
Apologies for repeating myself but it is important to think about these things in the right way.