Ok, I think that for your problem, you are gonna need dynamic sql, so first take a look at this link. If that weren't enough, the only solution that came to mind involves cursors, so I advise you to keep looking for others implementation of your problem. That said, you can try the following code (but you should test it on small tables first).
DECLARE @Query NVARCHAR(MAX), @Column NVARCHAR(100), @Table NVARCHAR(100)
DECLARE @Search NVARCHAR(100)
SET @Search = 'Your string'
CREATE TABLE #Results(Table_Name VARCHAR(100), Column_Name VARCHAR(100))
DECLARE Col CURSOR FOR
SELECT Table_Name, Column_Name
FROM INFORMATION_SCHEMA.COLUMNS
WHERE COLLATION_NAME IS NOT NULL
ORDER BY TABLE_NAME, ORDINAL_POSITION
OPEN Col
FETCH NEXT FROM Col INTO @Table, @Column
WHILE @@FETCH_STATUS = 0
BEGIN
SET @Query = 'IF EXISTS (SELECT * FROM '+QUOTENAME(@Table)+' WHERE '+QUOTENAME(@Column)+'='''+@Search+''')
SELECT '''+@Table+''','''+@Column+''''
INSERT INTO #Results
EXEC sp_executesql @Query
FETCH NEXT FROM Col INTO @Table, @Column
END
CLOSE Col
DEALLOCATE Col
SELECT * FROM #Results