Search for multiple values and select - vba

Question

So far, I have an excel file as such
http://i.stack.imgur.com/zX3xC.png
My problem is that I want to be able to input a number after having the search button pressed and an Input box appears, With the number in the search bar for all numbers that match in the spreadsheet to be selected.
Also as as addition to be able to put in a few numbers (40, 21, 33 separated by commas)
My current code is:
Sub SEARCH_Click()
Dim sh1 As Sheet1
Dim rng As Range
Dim uname As String
Set sh1 = Sheet1: uname = InputBox("Input")
With Application
.ScreenUpdating = False
.DisplayAlerts = False
End With
With sh1
.AutoFilterMode = False
Set rng = .Range("A4", .Range("A" & .Rows.Count).End(xlUp))
On Error Resume Next
rng.SpecialCells(xlCellTypeVisible).Select
If Err.number <> 0 Then MsgBox "Data not found" _
Else MsgBox "All matching data has been selected"
.AutoFilterMode = False
On Error GoTo 0
End With
With Application
.ScreenUpdating = True
.DisplayAlerts = True
End With
End Sub
I am fairly new to coding so a lot of this has come from internet research etc.

Answer 1

Abandon your AutoFilter method in favor of a Range.Find method. While ultimately possible with a series of .AutoFilters applied to each column, simply collecting the results from a .Find operation with the Union method makes more sense.
Private Sub CommandButton1_Click()
Dim uname As String, sh1 As Worksheet '<~~ there is no var type called Sheet1
Dim v As Long, fnd As Range, rng As Range, addr As String, vals As Variant
Set sh1 = Sheet4
uname = InputBox("Search for...")
vals = Split(Replace(uname, Chr(32), vbNullString) & Chr(44), Chr(44))
ReDim Preserve vals(UBound(vals) - 1)
With sh1
For v = LBound(vals) To UBound(vals)
If IsNumeric(vals(v)) Then vals(v) = Val(vals(v))
Set fnd = .Cells.Find(What:=vals(v), LookIn:=xlValues, LookAt:=xlWhole, _
SearchOrder:=xlByRows, SearchFormat:=False)
If Not fnd Is Nothing Then
addr = fnd.Address
Do
If rng Is Nothing Then
Set rng = fnd
Else
Set rng = Union(rng, fnd)
End If
Set fnd = .Cells.FindNext(after:=fnd)
Loop Until addr = fnd.Address
End If
addr = vbNullString
Set fnd = Nothing
Next v
If Not rng Is Nothing Then rng.Select
End With
End Sub
It is not clear what actions you want to perform after the Range .Select¹ method has been applied. I would suggest that a simple With ... End With statement woudl allow you to continue working on the rng discontiguous Range object without actually selecting it at all.
    
¹ See How to avoid using Select in Excel VBA macros for more methods on getting away from relying on select and activate to accomplish your goals.