First of all you have to establish a PowerShell Session with your exchange server.

PS > $UserCredential = Get-Credential
PS > $Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri -Authentication Kerberos -Credential $UserCredential
PS > Import-PSSession $Session -DisableNameChecking

Now you can access your Exchange Server with the Exchange PowerShell Module. Get-Mailbox for example will give you a list of all available mailboxes.

PS > Get-Mailbox

If you want to search for all emails in all mailboxes which are from a specific sender address you can use the pipe operator and the Search-Mailbox command together with the -SearchQuery parameter.

PS > Get-Mailbox | Search-Mailbox -SearchQuery "from:" -TargetMailbox "raimund" -TargetFolder "searchresults"

A copy of all filtered emails is now inside a folder named searchresults in the specified raimund mailbox.

There is also another nice feature called Compliance Search with the cmdlet New-ComplianceSearch.

The Compliance Search feature in Exchange Server allows you to search all mailboxes in your organization. Unlike In-Place eDiscovery where you can search up to 10,000 mailboxes, there are no limits for the number of target mailboxes in a single search.

This is a really nice feature especially if you want to predefine search queries and then just execute them and if you dont want to copy the search results to a folder each time.

PS > New-ComplianceSearch -Name "Search All-Financial Report" -ExchangeLocation all -ContentMatchQuery 'sent>=01/01/2015 AND sent<=06/30/2015 AND subject:"financial report"'
PS > Start-ComplianceSearch -Identity "Search All-Financial Report"