Adding the search function to the header requires editing a core php file. You will need to create a child-theme if you wish to do this.
@alex27 <RANT> Telling someone it's not possible on a GPL licensed product is not true in this case. The functionality they asked for is a simple 1 line of code. If you, as the author, decide not to support that feature, it's your choice. As you can see by the screen shot I was able to get a functioning search with 1 line of code.</RANT>