The fastest way is Spotlight: Space, type part of the name, and the list fills as you type. opens the file; shows it in its folder instead. Hold on a result to see its path at the bottom.

In Finder, F opens a search window. Two things Explorer users miss at first:

  • Finder searches file contents too. Type the name, then pick Name matches from the small menu that drops under the search box to match names only.
  • The bar under the toolbar chooses between This Mac and the folder you were in. Click the folder name to search there.

The + at the right of that bar adds filters: kind, date modified, size, extension. A search worth repeating can be saved as a Smart Folder from the Save button; it lives in the sidebar and updates itself.

Wildcards are not needed; "report q3" finds "Q3 report.xlsx". Hidden files and the Library folder stay out of Spotlight unless you look for them from Finder with . on.