If you want your xplorer² to search into the APPDATA folder you just need to remove it from the Find Blacklist. Use Tools > Advanced options menu to start the external settings editor, find the blacklist in the Global page and untick the APPDATA foler.
Here is a demo video:
I wouldn't advise removing all the folders from the blacklist, especially the Network shortcuts folder which holds all sort of oddities. If you do want to remove everything, you must add another non-existing folder (as explained in the demo video) otherwise xplorer² will recreate the default black list.
Conversely you can take advantage of the blacklist to add more folders where you don't need xplorer² to look in for you (e.g. who wants to search within VirtualBox VMs folder? The more unwanted folders you blacklist, the less time xplorer² will waste in pointless searches.