I don't believe this capability currently exists in PSPad.

However, I consider this a great feature and is one that exists in the editor I
switched from when I started using PSPad.  In the "MultiEdit" editor, this
feature is called "Global Expression Highlight" and works as follows:

"Global Expression Highlight..." is invoked from the Search menu (or via
hotkey).  A dialog shows allowing entry of the text to "highlight" and 3 options
(regular expressions, case sensitive, prompted search mode).  There are also
buttons "Search" and "Reset".

The "Search" button causes the literal-text (or regex-matched-text if the regex
option is checked) to be highlighted in the editor window(s).  "Reset" turns off
any highlighting that is on.

Pressing "Search" causes the dialog to be closed.  Checking the option for
"prompted search mode" keeps the dialog open and modeless to allow quick changes
to the text/regex to be highlighted.

That's it!  Simple to describe but maybe not so simple to implement. It would be
an awesome feature.  :-D

-- 
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