In the Window Properties dialog box there is an Adv Search
checkbox which adds wildcard and boolean searching. I'm not sure
how good that feature works, though. ;) To figure out exactly which
wildcards and booleans you can use, you'll have to check the
microsoft help on help.
HTML Help searches are largely confined to searches for
combinations of letters and numbers. Anything else is ignored,
treated as an operator (& or !) or wildcard (* or ?), or used
to enclose the words in a literal phrase (" or ').
See this page for comprehensive information on the search