The commands in the Filter menu are self-explaining so there's no need to list them here. You can apply a filter after opening a group (when the headers have been loaded). Choose your desired filter command and see the result immediately. Note that each other filter command you choose afterward will be added to the filtering logic until you totally remove all filters.
To filter before opening a group (to transfer only the matching headers) you'll have to use XPAT search.

Custom Filter
Opens a Filter Box, which will let you exactly define and apply a filter on the opened group.