Some Folder Types are configured to display the Find Folder dialog box when a folder of that Folder Type is selected. The Find Folder dialog box allows you to search for child folders of the selected folder. Once you retrieve a folder, the folder is inserted into the Folder Tree pane for the current session only.
For more information about folder searching, see Searching for Folders.
To close the dialog box without searching, click anywhere outside of it, or press ESC.