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Simply click on the magnifying glass at the top right of the screen (or press cmd+space) and the Spotlight window will appear, either type in the name of the file you're looking for, or type some of the content if it's a document or email that you're looking for and the search results will appear in the Spotlight window as shown below.
Once you've found the file that you need, simply click on it to get a preview and then double click to open it.
Press the Windows key on the keyboard to pop up the Start menu and then just start typing whatever you're looking for. As soon as you start to type, the search box will appear on the right hand side of the screen.
You'll then see matching files appear above the search box and you can just click on the file to open it.
You can perform the same search in iOS on your iPhone/iPad/iPod touch but it generally only works if you search by filename. To start a search, swipe down on the screen when your device is unlocked and type in the name of the file you're looking for. You can then tap on the file to open it.