This is not possible with the default component. However you can create a custom filter (example taken from Primefaces manual):
<p:pickList value="#{pickListBean.cities}" var="city" itemLabel="#{city}"
itemValue="#{city}" showSourceFilter="true" showTargetFilter="true
filterMatchMode="custom" filterMatchMode="myfilter">
</p:pickList>
function myfilter(itemLabel, filterValue) {
//Filter for firstname or name
//return true or false
}
Of course you can also create a custom component by extending the primefaces picklist or create two seperate inputtext fields and fire any filtering manually with javascript/jquery.