In Window NT, if I search for a file in the command prompt, I would simply type:
dir /s c:/winnt/myfile*
In Linux however, you would use find and type:
find /somedir -name *myfile*
This will look in all subdirectories (starting in /somedir) for every file starting with myfile. Of course you can specify any directory (or . for the current directory) and any wildcard at the end. Make sure you use quotes when you use wildcards, otherwise the shell will expand it before "find" will handle it.