Since the 1.70.0 release in July 2022, you can find and filter in tree views such as the Find Explorer. You can press Ctrl+F inside trees to pop up the Find control.
Before the 1.70.0 release
Using Go to File… which is under the Go menu or using keyboard shortcut:
- On Windows Ctrl+p or Ctrl+e
- On macOS Cmd ⌘+p
- On Linux Ctrl+p or Ctrl+e
Then type the file name.
Also be sure to checkout that you can set your own keybindings and that there are cheatsheets available for Windows, macOS and Linux.