By Classifying the Compound
The Essentials set-up tool supports this and you can configure it manually in console, adding the mixin hippotaxonomy:classifiable as supertype and MixinLoaderPlugin at /hippo:namespaces/myproject/mycompound/editor:templates/_default_/classifiable. Doing this will add metadata to the compound, as per default in a 'hippotaxonomy:keys' multiple String property.
Without Classifying the Compound
In case of not classifying the compound as the taxonomy from the pickerfield, if you have built an HST query, then you should be able to search for documents that have properties with the path "mycompound/@hippotaxonomy:keys". As an alternative, you can copy the 'hippotaxonomy:keys' values to document level using Derived Data Engine, then search for those properties on document level.