You can't do it in InDesign, but it looks like you can do it in Bridge (for a folder that contains the files you want to search). In Bridge, if you select an InDesign file and look at the Metadata panel, you can view all the linked images for that file.
Knowing that, you can do a search. Choose Edit > Find. In the Look In menu, select the enclosing folder that contains the files you're searching.
In the Criteria menu, Select All Metadata .... contains .... [enter the name of the image you're looking for]
Results: Match if any criteria are met
Check Include All Subfolders.