For instructions on how to search for a lead here.

For an -in-depth understanding, please refer to the example below. 

Jane(merchant) wished to search for a lead she created, Brian Williams. From the Core Setup clicked on Leads module. This brought her to the Lead segment, where on the right side of her screen she clicked her on the + sign. 

This allowed her access to the Search Filter section. From where she decided to search Brian by his full name and entered it the Name field. Having done so Jane now only saw Brian in her leads lists.