Search for string in all files in given directory

Is there feature in WinSCP which will allow me to search for a text string within all files under specified directory?

Not directly. You can use custom command for that. There's a predefined command grep.

Thank you for reply.

These commands are disabled,
how can I enable them?

Hm, you probably use FTP protocol, which does not support them.
Search capability feature request is being tracker already:
Issue 92 – File search

I need to get the a particular file which contains a string on to my desktop from server location from set of 1000 odd XML files. pls help.

Grep is not working.
Need this using command inline.

@siddy: See example:
Search recursively for text in remote directory / Grep files over SFTP/FTP protocol