Deposit Search that Displays the Payment, Invoice, and Link Sales Order

Solution:
 
1. Navigate to Transactions > Management > Saved Searches > New.

2. Select Transaction.

3. Add the Type is Payment filter under Criteria tab > Standard subtab.

4. Add the following fields under Results tab >Columns subtab:
--Applying Transaction= this corresponds to Deposit
--Applied to Transaction= this corresponds to Invoice
--Applied to Transaction fields...=Created From = this corresponds to the Sales Order

5. Rename the Search Result

6. Click Save and Run