If you don't already have a very good idea of how to do it, you're probably better off using Google (i.e., google site search).
There are a lot of things to consider before anyone can even begin to give you advice - how your content is stored being a big one. Adding search functionality, even to a "simple" website, is not simple. If you're really interested in doing it yourself, you might look at existing scripts (like sphider, for example) or tutorials.
Keep in mind that this is if you want to learn - not if you want a "quick fix" or something "easy" and "free."