First enter a keyword in the search bar and tap search.
As your search results will start coming in, you will see icons for different file types underneath the search bar:
Audio, Video, Images, Applications, Books/Docs and Torrents.
If you choose the Torrent file type, the search results will contain .torrent files, which can point to data of different types. Learn more about BitTorrent from Wikipedia.
FrostWire will keep your last selected file type as a default for your next search.