QuintonV,
Well, the Filtering Datasets topic group in the Developing Database Applications Help file provided with Delphi contains some examples and pointers. Also, there are a number of demos provided as well. You may find the ones in \demos\db\filter and \demos\db\gdsdemo particularly useful.
Keep in mind that there are generally several ways to do this. First off, "filters" may not be your best approach, depending on the database format you're using. For example, ranges can provide better performance when working with Paradox tables. Of course, you need the appropriate indexes. Nevertheless, the speed improvement is worth the extra effort.
In general, however, the process requires the following steps:
1. Create an interface for collecting the conditions from the user. This can be an edit box, a separate form presented as a dialog, or anything thing else you can think of.
2. Save those values into the appropriate forms for the approach you're taking. For example, if you're constructing an SQL query from the user's input, then use standard string assembly techniques to add the user's input into the SQL string.
3. Assign the results to the appropriate objects, properites, or methods.
4. Fire it off and handle exceptions or the results as appropriate.
That's very general because there are a number of ways to do this and you're really only limited by your imagination.
Start by fiddling with the examples to get an idea of what's possible. You might consider creating a little prototype using the tables in DBDEMOS and then adapting that for your application.
Hope this helps...
-- Lance