Search functions are usually performed on the internet server. That means it's
"behind the screen" and can't be directly accessed, and therefore not
downloaded.

However, sometimes search is performed on the user's computer. In such cases
you can technically download the search engine, although maybe not easily. And
if you do, it may be a hassle to get it working properly.

Having a quick look at the site, it looks like it may be of the second type,
because the search seems to be done by javascript. But I don't have the time
to go into details. 

If all this info is new to you, I suggest you just download the manual without
search option. That seems to be straightforward.