No, it is not possible to search for files inside project A that are used in project B, project C, etc. Use any file browser to find files outside the project you are working with.
For big projects, or any project, organizing the files used in the project is paramount. Yes, it can be boring but in the long run it is great to have let´s say one main folder with subfolders on the disk for each project. One subfolder for audio, one subfolder for titles, one subfolder for media, etc, etc. That makes it easy to search for files used in several projects. Scattering files here and there can be convinient but will often lead to "Where did i put that file, i cannot find it anymore?"