One can always search for anything in the current folder by typing in the search string in the search field above the messages. If you are looking for something in particular, then you can simplify the task with a Search Folder. Create one by going to the Folder tab then click New Search Folder to create a new one. Choose from the available templates.
For example, there are ones such as mail marked as important, or finding mail from specific people, or even setting up your own search criteria using the Create a custom Search Folder option. The new search folder will appear in the folders list at the left-hand pane of the Outlook window. To view this folder, click on it to see emails meeting your selection criteria. The folder can be renamed by right clicking on it then selecting Rename Folder.