This isn't built into R5RS, but is built into SRFI-13, in the form of string-index and string-index-right. string-index can look for a character, a char-set (see SRFI-14), or can be controlled by a predicate. So if you want to find the comma in the string "Hello, World!", the following 3 forms are equivalent:
SRFI-14's char-set is pretty cool in its own right. Let's say you want to find all the punctuation in the same string; the following returns a list of the indices where any puctuation is found: