The Content Search tool in the Security & Compliance Center can be used to quickly find email in Exchange mailboxes, documents in SharePoint sites and OneDrive locations, and instant messaging conversations in Skype for Business.
The first step is to starting using the Content Search tool to choose content locations to search and configure a keyword query to search for specific items.
Reference:
https://docs.microsoft.com/en-us/microsoft-365/compliance/search-for-content?view=o365-worldwide