The search of the administration is always displayed at the top.
You can click on the dropdown (1) to see the searchable modules.
You can activate or deactivate the search for these modules by typing in a '#" (1). After that you can open the search setting (2).
For a more detailed search configuration you can navigate to theprofilesection under Your profile > Search preferences.
In the search settings you can configure index of the search. You can individually choose which entities will be searchable. At the top you can also select the options Select All (1), Deselect All (2) or Restore Defaults (3) for faster processing.