I don't know that you can easily find anchored frames, but you can find the anchor markers in Find/Change.
From the Find/Change Panel:
Text search ^a
GREP search ~a
Selecting the Special Character icon next to find field > Markers > Anchored Object Marker
As I said, the downside to this is you find the anchor point. The frame itself might be anywhere on the page if it isn't inline, and the only way to locate it from there would be by showing text threads, I think.
Peter, I am not sure I follow. Searching for ^a finds the marker, but the actual inline and/or anchored object will be selected. If you were to find ^a, and replace all with delete, all occurrences of these frames (and content) will be deleted, regardless of location and/or placement within master frame.
This search will not recognize whether the frame has content or not. And it won't delete the content of frame and leave frame behind.
If the anchored object is inline, it will be selected, but if it is a custom positioned anchored object only the marker will be selected. Deleting the marker will delete the anchored object, but that isn't necessarily what you want to do in all cases. In my experience many anchored objects from Word come in as custom positioned, so deciding which is which can be dicey.