Enter Find Mode 
Set Field [Document Library::Combined field; Document Library::Global Search]
Set Error Capture [on]
Perform Find 
If [ Get ( FoundCount ) = 0 /* no records found */ ]
# do what you want to have happen when no records are found
# do what you want to have happen when records are found
Set Error Capture [on] is what keeps the "no records found" dialog from popping up and interrupting your script.
Instead of Get ( FoundCount), you can also use Get ( LastError ) and use the value returned to show different results based on why no records were found. (You can look up error codes in Filemaker Help.)
Perfect!! Thank you SO much!