If you are referring to the regular SharePoint View from a list, you
could modify the View under Library - Modify View so that you
include that value, which would be applied for all users in the "Public View" (or create a Personal View for yourself).
If by "filter" you mean to be able to FILTER dynamically you could
use any of the Filter Web Parts enabling you filtering (there are quite a few available depending on your license type)!
If you want to go wilder (more specific), use SharePoint Designer, insert an Data
View Web Part and enable Filtering capabilities in that web part. As
a result for all columns you will get filter based on values