In order to save your filters, you will need to first click on the Filter button found on the navigation on the top.
You will then need to select the data sets you wish to filter on and once you are happy with the filter created, you can then name the filter and click save.
To view all your saved filters, you can click on the button as shown on the screenshot above.
If you wish to delete a saved filter, then click on button and right click on the filter you wish to remove. This will remove this filter from your saved view.