The click event for the selected column filter Icon does not work as described in the documentation
https://techdocs.broadcom.com/us/en/ca-enterprise-software/business-management/clarity-project-and-portfolio-management-ppm-on-premise/16-0-3/release-information/clarity-ppm-release-notes.html#concept.dita_8ebed6ba1fc5de89d746baa8a9be14ef035caa38_IntroducingColumnFilters
Release : 16.0.3
The documentation is currently being reviewed for correction.
Here is an example of how to use Column Filter.
Click on Hamburger Icon as circled in the following screenshot and then it will display the filter condition.