I want to add custom search box in product grid in admin. please find below screenshot: https://prnt.sc/o3tsso How can do this?
You don't need to add those. You already have searchboxes for (almost) every column in the grid.
Just click on the "filters" button on the top right part.
But if you insist in having search fields inside the column, below the header, I don't think it can be achieved easily. You will have to modify the way the ui-components work, or create your own ui-components.
Unfortunately I have no idea where to start on this.