Edit in JSFiddle

$(document).ready(function() {
   var dataSrc = [];

   var table = $('#example').DataTable({
      'initComplete': function(){
         var api = this.api();

         // Populate a dataset for autocomplete functionality
         // using data from first, second and third columns
         api.cells('tr', [0, 1, 2]).every(function(){
            var data = this.data();
            if(dataSrc.indexOf(data) === -1){ dataSrc.push(data); }
         });
        
         // Initialize Typeahead plug-in
         $('.dataTables_filter input[type="search"]', api.table().container())
            .typeahead({
               source: dataSrc,
               afterSelect: function(value){
                  api.search(value).draw();
               }
            }
         );
      }
   });
});

External resources loaded into this fiddle: