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.
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