Which entity are you searching? You can add the related Address fields to your search screen. For example, if you want to add State to your Company search, go to Administration, Customization, Company, Screens, open Company Search Screen and add : Address: State to your screen content and Save it. You will see the state when you use Find ->Company.

Ok, not sure how to get to the admin part. using the web

I should say im not a admin, can an admin check that for me?

Yes, only admin or user who has customization right can do this. I suggest you talk to your CRM admin about your requirement.