In Web platform help there is following screen:
http://media.tumblr.com/3ff935d22c901e42df2bbad9d57b1d5a/tumblr_inline_mp90dvoYdb1qz4rgp.jpg
As you can see there are filter like Untagged, Plan, etc.
How can I add this filters?
Those are so-called Tags. You define and apply Tags when you edit tasks.
(Untagged are those tasks that do not have a Tag.)