To find giving units that make contributions through Engage, you need to use an advanced find on the Giving Unit Record.
On the Primary Record tab of the Advanced Find window, you might limit the search to active giving units by specifying Inactive = No.
Then on the Related Records tab, add a related record search for matching Giving Unit Contribution Records.
Search for contribution records where the Source is equal to Engage, Engage (Guest), or both.
The results of this search will return all giving units that have ever made a contribution using Engage.