Yes the documents you create in Ulysses are called ‘sheet’
I use Ulysses for nearly all my writing, including this newsletter. While it has a fast search tool, I only recently learned how to focus it on a specific group of sheets or part of my library.
On iOS: Open search with Cmd + O or tapping the magnifying glass at the top. In the search tool that appears, swipe down to reveal controls at the top for your entire library, the current section (like iCloud, Dropbox, etc.), or just the currently selected Group.
On Mac: When any Group is selected, press Cmd + Shift + F to open a search bar at the top of that Group. To search across a specific section (like iCloud or Dropbox), select any Group in that selection and use Cmd + O.