Tree search is a central abstraction behind many language-agent reasoning and decision-making tasks: agents must explore actions, remember failures, and backtrack toward promising alternatives. Yet, we lack a theoretical understanding of how transformer-based policies acquire such search capabilities from the training dynamics of reinforcement learning (RL). We study this question in a stochastic $k$-ary tree environment, where an agentic transformer observes only its trajectory history through interaction and receives a terminal reward for reaching a hidden leaf goal node. We first construct a two-head transformer that implements randomized depth-first search (DFS): one head tracks previous actions, while the other detects failure outcomes and triggers backtracking. We then analyze the training dynamics of policy gradient under a depth-wise curriculum, showing that this same DFS mechanism emerges in stages from sparse reinforcement feedback without expert demonstrations. The resulting policy exhibits depth generalization: after training only on depth-$1$ and depth-$2$ trees, it succeeds on deeper full trees. We further show that, under imbalanced goal distributions, discounting the return leads to a ranked DFS policy that prioritizes higher-probability branches. Overall, our results identify a mechanistic normal form for transformer-based search, in which attention heads specialize and cooperate to extract decision-relevant traces from context and convert them into agentic action selection via RL training.