I'm using SharePoint designer and trying to find the "search in files option" throw all SharePoint project, something like in visual studio "search and replace".
Is such simple option available in visual designer 2010?
That option is not available in Sharepoint Designer.
Search in files option searches on files in your file system.
Sharepoint designer runs on your computer but it extracts data from the server using web services no files are actually on your computer so that feature is obviously not implemented.
It could be implemented on the server side and provided as a service. But bear in mind that data is also not stored on the file system in sharepoint but in the database.