Alexander Street's Music Online is a database made up of 16 collections and almost 930,000 items. It is the place to start unless you want to specifically search an individual collection. This is what the landing page looks like:
The most important parts of this page to note are the search bar, "Advanced Search" link to the right of the search bar, the "Collections" box on the right (which has links to each of the 16 collections), and the browsing options below the search bar.
Below are the results after performing a basic search using the term "bernstein" entered in the the search bar:
2,062 results were returned. If I want to narrow down my results, I can search within them by using the search bar at the top and/or the options on the left.
If you would rather perform an advanced search, you can select "Advanced Search" on the landing page. Below are two images that show all of the fields available:
Some fields have an option to the right that says "Select terms." This allows you to select a term or terms as they appear in the database. This is a useful feature for a variety of reasons, such as if you are searching using a composer name that has undergone different spellings over time. Rather than possibly entering a spelling that the database does not understand, just look for the spelling that the database uses and select it. Below is an example: