If you add file name wildcards into the File Name text box and click the Search button, the wildcard list will be expanded, and all the files in the file list will be selected automatically. If the Project Wide check box is on, then the wildcards will be expanded over all files in the project.
So, for example, if you wanted to search all .h files in your project, you would add *.h into the File Name text box, press Enter to click the Search button, and click the Search button again to search all the files in the file list. If the Project Wide option is on, Source Insight will fill the file list with all .h files in the project, regardless of what directory they are in.