Yes, you need to create a filter that will only include the issue type of Epic. For a new filter you can use the JQL query: project = name or key of your project goes here AND issuetype = Epic.
A filter needs to be created to have a new board. Filters are a visual representation of a board. If this is a team-managed project, you can create filter by yourself, if not, someone needs to create it for you.
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