I would not recommend performing the search itself directly in matlab. Instead I would invoke the system search using the "system" command. For example in windows you could do something along the lines of:
[status, file] = system('dir /s <filename>');
status will tell you if it succeeded and file will be the output as a string.
On linux, there are many system tools that will help you find files quickly.
If using matlab, you can use the "dir" command to list all files and folders. This returns a struct whereby you can check each one if it is a file or a folder. If the former you can compare if the name matches (using strcmp or regexp) and if the latter you can repeat the process within that folder.
The search will be extremely slow - I recommend you narrow the search down.
You will also need to catch for errors (using a try/catch block).