You can access the filter from Online store -> Navigation under Collection and search filters inside Admin panel.
Shopify allows you to control filters only through app. You can install this free app Shopify Search & Discovery from the App store to control & change filters of your shop.
Install this free app Shopify Search & Discovery to enable filters
Once you’ve installed the app, you can see this app listed under Apps menu inside your admin panel. Then you can access the filters under Search & Discovery -> Filters. You can find detailed instructions to setup filters here
Display filters inside collection page
You can display filters at each collection template by enabling the option Main collection grid -> Enable filters inside Collections -> Default Collection template. You can go to collection template from the top dropdown inside your customizer.
Use of search & discover app
This app also allows you to customize search results and product recommendations to give you more control over how customers discover your products. Learn how to Learn how to use search & discovery app.