I see an answer of this from 2018 but those options don't seem to be available any longer
Where do I create a new filter?
To elaborate @Collista Lewingdon 's answer:
Saved filters will appear in your filter list after you save them
Hello @Brenda Miller
Welcome to the Atlassian community.
Adding to what @Collista Lewingdon provided, if you are new to Jira Cloud you may want to take advantage of the free, on-demand training that is accessible from the Learning link at the top of the Community pages.
There are a variety of course available for beginners to help you get acquainted with the functionality, such as:
Get Started with Jira Project (now called "Spaces")
Track your work effectively with Jira (this includes a section on searching/filtering)
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First you will need to find filter in the left side bar. Click on filters
Then you will need to scroll down until you find all filters
Then you will need to click on create filter in the upper right hand corner
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