Filters are used on an Index Page to narrow down the results.
Head over to the index page that you wish to filter and click the 'Filter' button next to the number of results at the top of the table.
Each Index Page will have a different set of related Filters – importantly there is always a Quick Filter for items in the list related to you.
When you exit the Index Page and return, your Filters will still be set for the duration of your session.