Note to As You Like It, 3.1.6: "Seek him with candle"
Seek him with candle: i.e., look until you find him, and don't give up. —This echoes the parable in Luke 15:8-10, which describes how a woman who has ten pieces of silver searches tirelessly for one lost piece, sweeping the house and lighting a candle. When she has found that one piece of silver she rejoices, and Jesus says, "Likewise, I say unto you, there is joy in the presence of the angels of God over one sinner that repenteth." However, Duke Frederick has no religious meaning; he uses the phrase "seek him with candle" simply to mean "look very very hard."