Ofcourse you can search all tables in a database, but there's no method of searching all of them like:
SELECT FROM WHERE this=that.
Like I said, if you can't JOIN the tables on some common column-data, you cannot select more than one table per query.
If you do
SELECT * FROM table1, table2 WHERE table1.col1 = 'this' OR table2.col1 = 'this';
you will get a cartesian product (did you look up taht term yet?) which means that for every match in the first table, you will get EVERY row from the second, and vice versa.
And that is definately NOT what you want.