You can add a filter by clicking on the '+' symbol on the right next to the Filter header in your Member Administration.

When creating a filter, choose the relevant filter type (you can read more about the different filter types and what they are used for here.) The (Dutch) video below shows how to create a filter.
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Upon selecting a Filter, its criteria are shown at the top of your screen (as shown on the screenshot below).

Hint: Keep it simple, only choose filter criteria that are strictly necessary!