Hi Nebo,
You can find some great documentation about filtering grids by clicking here. See my screenshot below to learn where a filter view can be selected on a grid.
If you do not see this option on your grid, it may be because you haven't added any filter views yet. To add a filter view, edit the grid and skip to Step 3 of 9 of the Grid Wizard. Here you can edit or create new filter views:
Jason