You don't really "add filters to boards"
If you create a filter, you can create a board that uses it, but that's about it for saved filters. All the other filtering you do on boards is created and held as an attribute of that board - filters for colours, filters for swimlanes, quick-filters etc - these are not saved filters, they're all filters defined within the board.
You probably mean Quick Filers (like the default Recently Updated or Assigned to me we usually have on new board).
What you do is click on Board button on the top right of the screen > click Configure (see image below).
After that, you click on the Quick Filters option on the left and do the magic. Note that filers you create there will be available for that specific board only.
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