You have two options:
1. Use "locate". The way locate works is it scans your harddrive and builds a database listing your files.
Then you use "locate" to search that database.
The advantage is that you can search your whole harddrive instantly, the disadvantage is that your database is not auto updating.
to create and update the database, run (as root):
That will take a little while to update.
Then you can run:
2. Use the "Find" command. This is slow, but it searches your harddrive in realtime.
You can do something like this to search your whole harddrive:
find / -name "file"