I have selected Allow filtering by this group? in visitors group option (IPS 4.3.5):

But in members search options, I can´t select this group, because that group does not appear.

Of course. Members search returns records in core_members table. Guests are not there, so...

The setting you highlighted above is to filter in online list, not to perform search. 

Thank you @Adriano Faria, but in Invision Community forum I can filter by visitors:

I wonder if it's because a validating account or an account that's not yet complete because they logged in with FB.

Check with IPS

Visitors here on IPS is a group like Members. We’re talking about GUESTS. 

You can see both in online list:

Edited July 30, 20186 yr by Adriano Faria

5 minutes ago, Joel R said:

I wonder if it's because a validating account or an account that's not yet complete because they logged in with FB.

Check with IPS

Thanks. I'm talking about groups, not accounts.

5 minutes ago, Adriano Faria said:

Visitors here on IPS is a group like Members. We’re talking about GUESTS. 

Thanks @Adriano Faria , then what is the difference between GUESTS and VISITORS? I am a little confused

Visitor here on IPS is a group without license. Member is a group of people with expired license. Guest is guest (not logged in users). That’s all.

12 minutes ago, pequeno said:

Thanks. I'm talking about groups, not accounts

Wrong topic! I was responding to your other topic about ACP user warning! ?

5 minutes ago, Joel R said:

Wrong topic! I was responding to your other topic about ACP user warning! ?

Thank you.

27 minutes ago, Joel R said:

I wonder if it's because a validating account or an account that's not yet complete because they logged in with FB.

Check with IPS

True, but in this warning  text that should appear is missing, right?
Anyway, we continue on the other topic: