From the documentation:
List widgets support the data sources listed below. The data source also determines which features of the widget are enabled. For instance, only widgets with a database or XPath data source may contain a search bar, as the search bar relies on a database call to function.
You could check out the datagrid search filters widget. It allows you to add column search filters to datagrids with datasource microflow or association.
https://appstore.home.mendix.com/link/app/32075/Mendix/Data-Grid-Search-Filters
And you might want to check out some search widgets in the appstore like: https://appstore.home.mendix.com/link/app/105694/Mendix/List-view-controls
Regards,
Ronald