Use vlookup. Syntax is VLOOKUP(lookup_value, table_array, col_index_num, [range_lookup])
For your problem, the formula is =VLOOKUP(A2,$B$2:$B$4,1,0).
To make it much better use =IF(ISNA(VLOOKUP(A2,$B$2:$B$4,1,0)),"match not found","match found")
Then filter column B with "match not found"...