While you can specify find criteria in the Perform Find step--including the criteria that searches for records with an empty field. I recommend against it. There's an alternative way to script finds that lists the criteria used as set field steps in the script. This makes it much easier to review the criteria used in a scripted find as you don't have to open up a supplementary dialog box to see what criteria was used in the find.
The search criterion you can use to find records with a blank field is usually to put a lone = sign in the field. But this will not work if the field is from a related table. In that case you set up an Omit Request that omits all records where there is a related record where the field is not blank. The criterion you use in this case would be the * operator.
To see some scripted find examples that use Set Field, see this thread: Scripted Find Examples