Currently there is no search capabilities for PowerGallery. It would take quite a bit of modification to get the gallery to have a search feature integrated into it. You can have a separate search for images if you want that you can create using DataAssist. Applying the DataAssist Database search server behavior would accomplish this. You would just have to display it in a different way.
If you would like to make a suggestion, please make a thread in the wishlist forum. That way it will get looked at by the product development team.