I modified one of the answers above to give me a bit more information. This spared me a second query later on. It was something like this:
Get-ChildItem `
-Path "C:\data\path" -Filter "Example*.dat" -recurse | `
Select-String -pattern "dummy" | `
Select-Object -Property Path,LineNumber,Line | `
Export-CSV "C:\ResultFile.csv"
I can specify the path and file wildcards with this structures, and it saves the filename, line number and relevant line to an output file.