You could also try out the Grid Search widgets in the app store: https://appstore.home.mendix.com/link/app/49364/ I have had good results using these widgets.
Hi Vicky,
You should create a separate entity for that ability to search and using a microflow as a data source for the data grid.
Unfortunately you have to create custom search functionality.
Hopefully this will help you in the right direction.
Cheers,
Jeffrey