How to search a file in PhpStorm?

From the Menu of PHPStorm Choose Navigate -> File or use the shortcut ALT+SHIFT+O or CMD+SHIFT+O or CTRL+SHIFT+N (as per the edit). Type the required file name you want to search. Done.

Screenshot for your understanding.

In Phpstorm version 7.1.2 you need to go to Navigate -> File... or press Ctrl+Shift+N