It’s a separate mode, in the same places you would switch between, for example “Contains” vs “Begins with”. But yes, it is built in, as an option, to nearly every search function in the software. I think the only main one that does not is Quick Search in the main toolbar.
The documentation for switching this search mode on is in §11.7, Regular Expressions, in the user manual PDF. But to be clear this only explains how to enable it in the various searching tools that support it. Regular expressions themselves are thoroughly documented elsewhere, and there are many good tutorials on the Web, and referenced in this forum, such as in this thread.
But one wouldn’t need to understand too much, or any, to copy and paste example searches others provide, such as the ones I linked to above.
In addition to tutorials, the Web is full of regex users as it is the most popular universal search tool, and you can often stumble across very precise answers that have been asked and answered hundreds of times over on different websites.