How to reach it
In the Games & Emulation Main Screen press the buttons or next to the Filtersets dropdown.
How it works
Here you can provide a name for a new or edited Filterset. Use this dialog to update a Filterset, you don't have to change the name though.
Filtersets only apply to the Games & Emulation Main Screen's games list. They help you to save and load even the most complex filter rules for your games.