Extend Found set exists as a script step. You can enter find mode, perform a find, return to find mode extend the found set, etc. just like you can manually.
You can also enter find mode, specify criteria, create a new find request, specify additional criteria, and so forth and then perform the find. This finds records matching the first request, or the second request or the third...
Here's a thread of scripted find requests that you may find helpful: Scripted Find Examples