You can use FastFilterFields property of the GridProperties element to achieve that. You need to add all the fields you need for the search function in FastFilterFields:
<px:PXSelector ID="SelectorID" runat="server" DataField="SelectorField">
<GridProperties FastFilterFields="ReferenceNbr, WaybillType, TransportationType, Status, WaybillNumber, WaybillState" />
</px:PXSelector>
If the selector is in a grid instead of a form, use RowTemplate:
<px:PXGrid ID="gridID" runat="server" DataSourceID="ds">
<Levels>
<px:PXGridLevel DataMember="GridDataView">
<RowTemplate>
<px:PXSelector ID="edSelectorID" runat="server" DataField="SelectorField">
<GridProperties FastFilterFields="ReferenceNbr, WaybillType, TransportationType, Status, WaybillNumber, WaybillState" />
</px:PXSelector>
</RowTemplate>
<Columns>
<px:PXGridColumn DataField="SelectorField" />
</Columns>
</px:PXGridLevel>
</Levels>
</px:PXGrid>