If you want to filter files in a folder like in Gnome, You can also do it in KDE 4.
1.Open Dolphin->Tools->Show Filter Bar.
2.Type the file name you want to filter.
Note: It is recommended that you configure the tool-bars to show the filter bar.
1.In Dolphin->Settings->Configure Tool-bar.
2.Find the “Filter Tool-bar” on the left and add it to the right box by clicking on it and click the right arrow in the middle.
3.Click Apply. That's it!