This is initially a "how does one...?" question, but may also be a design/suggestion for setup.exe as per the rules of http://cygwin.com/lists.html#cygwin-apps.
Here's the scenario: having used cygcheck -p to locate the name of a package that I'd like to download, I find myself staring at setup.exe's collapsed tree view, wondering where the package is located. Most of the time I know the partial name of the package, and in the cygcheck case I know the exact name. But I still have to find the containing category in order to click on the known name. Sometime it's obvious, sometimes it isn't. So my question: does search.exe support some kind of "search package names" operation inside the GUI? Skimming and googling over the archives of cygwin-apps turned up nothing.