The construction method of SelectionSet provides the way to add a search object. Thus you can create the selectionset with the search. Following is a small demo code.
void AddSearchSelectionSetByNet()
{
// create a search and conditions
Search s = new Search();
SearchCondition sc =
SearchCondition.HasPropertyByDisplayName("Element",
"Category");
s.SearchConditions.Add(
sc.EqualValue(VariantData.FromDisplayString("Walls")));
//set the selection to everything
s.Selection.SelectAll();
s.Locations =
SearchLocations.DescendantsAndSelf;
// create a selectionset with the search condition
SavedItem newItem =
new SelectionSet(s);
newItem.DisplayName = "My Walls";
// add this selection set to selection set collection
Autodesk.Navisworks.Api.Application.ActiveDocument.
SelectionSets.InsertCopy(0, newItem);
}