You can search for files (by name/description but not content) in the main site search (i.e., the public Search button/box on the website), but no they won't appear in searches in the CMS, because this is only for content pages.

It's an interesting point though, that perhaps other apps should have results appearing in the CMS search so that you can find and link to content more easily. I'll add it to the list and give it some thought!

Thanks

Joe