Is there a equivalent application to Everything search engine (Windows) on Ubuntu?

You can try tracker-search

It is available in the Software Center.

To install it, run the following command in a terminal:

sudo apt-get install tracker-gui

After installing it, search for Desktop Search in the dash and open it. You can then search for the files and folders in the search bar.

Install synapse from the software center or via the terminal using

sudo apt-get install synapse

Synapse is a semantic launcher written in Vala that you can use to start applications as well as find and access relevant documents and files by making use of the Zeitgeist engine.

It will index all your files - images, music, video, documents, applications, folders you visit, etc and you can launch them from there.

To activate just use ctrl + space keys and just type your search terms. Scroll the results using the up and down keys and browse the different categories using the right and left. Once you find your result, press enter to launch.

See screenshot below after I typed 'ubu':