User filtering in RadGridView is enabled using RadGridView.EnableFiltering or GridViewTemplate.EnableFiltering properties. By default, filtering is disabled at all levels.
Copy[C#] Enable filtering
this.radGridView1.EnableFiltering = true;
this.radGridView1.MasterTemplate.EnableFiltering = true;
Copy[VB.NET] Enable filtering
Me.RadGridView1.EnableFiltering = True
Me.RadGridView1.MasterTemplate.EnableFiltering = True
GridViewDataColumnWhen filtering is enabled, each GridViewDataColumn column displays a filter box beneath the corresponding header.
See End-User capabilities - Filtering for more information about how the end-user experiences filtering.