How do I seach for a movie on apple TV?

You can search in the TV app on the Apple TV box for titles, from the Search tab 🔍.

You can search in the Movies app, from the Search tab.

You can search in the Search app. While able to search for multiple apps/services, there are some limitations, in that other content providers must agree to make their catalog searchable for Apple. About Search on your Apple TV - Apple Support

Titles from certain content providers, may need to be searched for through their own app. Netflix comes to mind for this.

You can search your Home Sharing library from the Computers app, if your files have good tagging (meta data).