Yes, OpenERP indexes documents. According to the documentation:
Supported File Formats
The OpenERP document management system can index the following file formats:
TXT : text files,
PDF : PDF files,
SXW : OpenOffice V1 files,
ODT : OpenOffice V2 files,
DOC : Microsoft Word files.
if you do not know where a specific document can be found, OpenERP also has a search tool integrated into its document management to simplify your search. To search for a file, use the menu Knowledge ⣠Documents ⣠Documents. You get to a document search view that lets you search amongst all the attachments and all the documents in the FTP server.
I do not know if search supports wildcards or not, maybe you can try it out.