Of course it's possible to do. Heck, you could do what you're
asking with wget or curl.
Step 2. Read the ColdFusion documentation.
<cfhttp>
Then you'll have to parse the resulting page. You can do that
in a number of ways. If it's valid XHTML, you can parse it into an
XML doc object and do an xpath query on it. If it's not valid
XHTML, then there's other ways to do it.
Have you done anything like this in other languages? It'd
make learning how to do it in CF very simple. If you've never done
anything like this before, google is your friend.
And for the record, I agree with Dan. Ask for permission. I
also agree with you, you don't have to ask them for permission to
do a search, however you're not using the data yourself, you're
rebranding it, and profiting off it.