Unfortunately, no. There is no special search for specific content at this time (hoping there may be in the future). So when you get to the On Demand section from the menu you can see a list of all the types of On Demand shows but no actual search within the On Demand section. You can however press the Option button (or the red button on the standard 40 button remote) to see a list of filters to narrow down results. However that's pretty basic and minimal at best.
Per the other poster, if you do not see anything listed on the On Demand screens yet then it will populate over the next few days.