The user should not forget to include dhtmlxgrid_filter.js file into the page.
The following method should be used to create a search box (set selection to the row with the value found) from any input:
grid.makeSearch(id,column);
The parameters here are:
Search API represented by single command
grid.findCell(value, index , first )
Where parameters are:
Method returns an array of data , for example
[ ["row_1","2"] //first result ["row_4","3"] //second result ]
Each sub-array contains a row ID and cell index for the cell where value in question was located.