A true search isn't going to happen if you're using the report viewer UI (Report Manager, ASP.NET or Winforms). That kind of functionality just isn't supported. You'd need to build your own UI to do this.
Having said that, if the "search" is really just pulling distinct values from the dataset then you can do that. When you set up the report parameter there is an option to show available values. This can be a fixed list or it can be a query. You can run a query to retrieve the list of things to be "searched" by to get a close approximation to actual search. If the parameter is a multi-value parameter then you should be able to select multiple options but the report UI is responsible for how it looks.
Note that you could also use the parameter in a subsequent parameter (or query) so if you need cascading lookups (aka accounts and their orders) then you can do that as well.