The Find in Files tool is a front end for grep.
So if you get:
It was removed from Kate 2.5 (shipping with KDE 3.5) because it was working so poorly for the most users and caused some confusion. Instead Kate 2.5 and up supports named sessions.
Kate and KWrite will run on any platforms where KDE runs. This currently (KDE 3.5.1) does not include windows directly, but KDE can supposedly run under CygWin.