entityFIeldQuery on user table, how can I add a condition for $user->data
The data column contains a serialized PHP string, which MySQL doesn't understand. As far as MySQL is concerned the data is just a string like any other.

Because of that you won't be able to query the properties of the serialized objects in that column without doing some seriously nasty work with SUBSTRING/regex/insert-other-unreliable-method-here.

If possible you should add a field to the user entity instead that represents the same data, and use the EntityFieldQuery with that field. It might not be ideal but it's probably the easiest solution.