If I'm not misunderstanding....

To locate a record use locate or seek.
To display a message use WAIT WINDOW or Messagebox()

Example:

Select mytable
locate for my_field=my_value
IF FOUND()
messagebox("Found")
ELSE
messagebox("Not Found")
ENDIF

If there is an index it is advised to use seek (you need an index on the my_field column)
Select mytable
set order to my_field_index_name
seek my_value
IF FOUND()
messagebox("Found")
ELSE
messagebox("Not Found")
ENDIF


Take care with "set exact on", and upper and lower case...

HTH