Short answer: No.

Longer answer: Yes.

Somewhat involved answer: Not the way you are thinking.
  You canNOT just say, "Show me all Client# detail files that have 'Lockheed-Martin' in the page10/W-2 code800/Employer Name field."
  You *can* say, "show me all W-2s FOR THIS CURRENT CLIENT that I am looking at, which have 'Lockheed-Martin' in the Employer Name field."

Really involved answer: Using an external program, reach out and iteratively open every single detail file.
  Copy every line of detail.
  SAVE every line of detail into your separate, external repository.
  Move on to the next detail file.
  Once you have them all there, THEN the answer is, "Yes, you can now query against your external data, and arrive at all W-2s issued by CompanyX."

Anticipate this taking a while, and running to a really large file.
  (For years prior to TY2018, I was able to use Paradox (database program) and another user's very good binary file extraction process to do just such an extract.
  TY2017 we processed around 2250 returns (97+% IND, ~70 total FID, maybe 50 total across SCO + COR + PAR + GIF), and my extracted data file runs to 768,038 lines of detail, and is 133.5MB in size.)

Robert