Menu: Edit -> Add Filter Reference…
Drag and drop: see below
Adds one or more Reference filters to the selected filter or subfilter. The Filter Reference Selection Dialog will be opened. Select the filter(s) you want to reference and press OK.
As the new Reference filters are added side by side under the selected filter or subfilter they work as a logical OR expression.
Using drag and drop:
You also can drag a filter from the Custom filters folder of the filterset pane and drop it over a filter or subfilter to add it there (as subfilter).
See also: Building Filters