Lets take an example and understand it.Look at the schematic drawn below using OrCAD capture .As you know your schematic could be complex and large and manually searching any component in complex design could waste your precious time.So suppose you want to search R10 which is connected to HEX0 connector in the below screenshot.

Now select your project file, for example Spartan_06.dsn and then go to edit->browse->parts as shown in below screenshoot

You will get the screen as shown below

Now double click the R10 component and you get your component in schematic as shown below

Now you can see R10 is automatically selected