Perform Search on Whole Directory in Sublime Text 2?

Yes there is.

On Windows

CTRL + SHIFT + F

On Macintosh

CMD + SHIFT + F

The Where field in the search panel determines where to search. You can define the scope of the search in several ways.

More: https://docs.sublimetext.io/guide/usage/search-and-replace.html

In Sublime Text 3

Right click on FOLDERS Navigation bar

Choose Find in Folder

*/folder_name/*

• In the "Where" section of the find-all dialogue (CtrlShift+F or ⌘Shift+F ), */folder_name/* will search folders called "folder_name" that are represented in your current session. For instance, if you have a file open with a path of C:\Users\joe\folder_name\file.js, you can use the *//* pattern to search any of those folders or combinations of folders: */joe/* and */Users/joe/* will both work. However, if you have a file like this C:\Users\timmy\folder_name\file.js that's not open, it won't search that (unless you explicitly name it, like in the next example).

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C:\path\to\folder

• You can also put in the absolute path to the folder you want to search. This is useful if you want to search a folder that is not represented in sublime (no files within that folder are currently open in sublime), or if you have two dirs with the same name, and you only want to search one. Personally, I never use this.

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C:\path\to\folder, */folder_name/*

• You can also combine them.

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To answer your last question, at some point Sublime started automatically searching all open files and represented folders, but if you want to be sure you can use one or all of these variables:

<project>,<current file>,<open files>,<open folders>

You can read more about searching at the unofficial sublime documentation. Or from this post, which is similar to your own.