Pierre, are you using CFBuilder 1 or 2? Things changed somewhat in 2, with an enhanced ColdFusion Search feature that comes up when one does Ctrl-F.
That said, you will see that there is a "local directory" option in the first "scope" field, and you could point that to any directory. You can also now (in CFB2) also point it to RDS locations, and more. But I imagine you may know that you can set this manually, and you find may it annoying to have do it in such a manual way.
The alternative is to be sure to first select a folder on the left (in the project navigator or file explorer), and then when you open the CF Search box, in which case it will open with the scope set appropriately.
If you're using a project (the navigator view), then it will set the scope to "selected resource" (whatever directory you selected there) or "project" (if you selected the root of a project). If you're using the file system (the file view), then it will set the scope to the same "local directory" value as above, preselecting the location that you selected.
Hope that's helpful.
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Thanks for your answer,
I use version 1.
I need to learn more about it,
it is not so evident.