how to do a search..

Logos 8 packages include a Messianic Prophecies data set.

You can explore it in Bible Browser:

Or you can get help constructing a search by starting with a passage you expect to be tagged with this data set. For example, if I right-click in Ps 2:7, I can find the Messianic Prophecy label on the context menu, then start a Bible Search.

That will start a very specific search for that exact label. If I reduce the search down to just {Label Messianic Prophecy} then the full contents of the data set are shown in search results:

You can experiment with filtering on different "properties" of the label to narrow down the results as you like, e.g., {Label Messianic Prophecy WHERE Relationship ~ "Quotation"}