Do you mean when you click on "Filter rules" in the Settings, or something else? Try signing our of the acount and back in again.
I click on the 3 horizontal lines at the top right of the email and then click "create filter rule" and nothing happens. Is there somewhere else you set filter rules?
I did go in and out of program and nothing changes.
OK now it makes sense. That one feature in that drop-down menu is still not functional. I have checked on this and it's in the works, but no date yet as to when. So to set up filters, on the Inbox page click on the gear icon in the upper right corner of the page, then on Settings. Under Mail in the left pane you will see "Filter rules". Click on that and follow the prompts.