Do you want the "search" for your own site, or a search form such as that on
Google? (in that case, you can go to google and copy and paste their
provided code to have a google search form on your site).,
Otherwise, use the search component in Frontpage.
Insert > Web Component.... > Web Search > Current Web
It's not very configurable; alternatively try a third party solution from
any one of numerous sites. eg
www.hotscripts.com or
www.webwizguide.com