not quite sure what you mean by how you find a message you're looking for... I'd imagine you'd use the option to open another user's inbox from Outlook, select the user you want to look at and view their inbox - this is how, say, personal assistants work when they need to monitor multiple inboxes. They're done as seperate views not all as one big list of messages.
Not sure if this is the best way to go about it but it's the only way I know of for looking at other inboxes if you have rights to do so - I'm sure there are 3rd party "monitoring" apps for Exchange out there - not really my thing.
