This window is available from "Filter/Define..." button in quick-review and analysis windows.
Filtering option gives you ability to narrow your search to symbols belonging to the specified market, group, sector and industry. You can also mark to include only favourites or indexes. You can use include and/or exclude type filter so you can also selectively exclude some kind of symbols .
If you use more than one category (for example you select Market and Sector ) the filter will pass only those symbols that match first AND second category (this logical conjunction, not alternative)