[[ BTW: I noticed that in version 0.99 the Index list is not always sorted (for example in http://www.scilab.org/download/stable/man-eng-scilab-4.0.chm ). ]]
There is no special search/filter entry box for searching the index list. You may use the GTK list's search as you type feature but this is not very convenient.
The most usable would be a filter entry box (with 'clear' button) that would immediately (as you type) filter out all keywords containing the specified char sequence. Maybe it would also be a good idea to give a higher precedence to those keywords that actually start with that sequence (e.g. first all 'seq*' followed by the remaining '*seq*').