Hi Satyanaryan,
MKPF-MBLNR doesn't have his own search help. That is the reason you don't have the F4 option available.
If you want that you have write a logic to have all the material documents and then use the F4 function module - 'F4IF_INT_TABLE_VALUE_REQUEST' to and pass the internal table having the material documents.
Regards,
Abhi