Here's a quick tutorial on how to apply filters to your custom fields (or how to apply any filter) in 
Global Data.
Navigate to
Global Data → any of the sections
(filters applied will be visible from all sections until removed)
Click on "Add filter" button to show Filter side menu on the right
Select custom field group
(Contact custom field or Event Custom field)
Choose Custom field by clicking on the checkbox
Apply conditions
(available options depend of custom field type)
And you're done. You will be able to see applied filters on the top left.
In case you would like to save chosen filters, click on "Save As" button and create Smart View (learn how here).
To remove all filters applied, click on the "X" button next to the "Filters applied" button.