Hii Wang Xiao Dong
in microflow you are executing OQL (most probably) so if you want to use filter or search inside that data grid so on search call that microflow again and pass the input parameter in microflow update your query with Your search condition (like WHERE coulumname = $yourserchinputparamerterData) so data will be filtered and make sure data grid should be refresh every second to reflect your updated query result.
I recon you can use https://marketplace.mendix.com/link/component/32075 Widget .
Also before posting questions ,you can check the old forum posts , Most of the time you will get your answers.
If you are not necessary to use the MF data sources, then you can change the data source and control the data grid itself.
If the data source option is mandatory, you can modify what Mendix creates automatically from pages, nanoflow, SNIP, and buttons as you wish.