Where is the Search box?
The Search box is located just under the ribbon.
As soon as you put your cursor in the box to enter the criteria you are searching for, the ribbon will show the Search tab of options available to you.
As you can see in the picture above, there are options to search the current folder, all the subfolders below the highlighted folder, etc.
If you wish to search the whole mailbox, then click on 'All Mail Items' and it will search every folder in your mailbox.
Note: Obviously the more emails/folders you ask it to search across, the slower the search will be.
Starting the Search
Click on the magnifying glass to start the search.
Results will be shown beneath the search box and you will be able to open/close emails and return to the search view. If the results did not find the email you were looking for, you will be able to change the criteria and/or any of the search options.
If you wish to come out of the search view and go back to your normal view, click on 'Close Search' on the ribbon.