Academy Filter options are determined by the Tags set up for your Academy courses. These can be used to help your users more easily navigate and find the courses that are on a specific topic.
To enable Filters, go to your Academy Theming and under the Header tab, scroll down to "Show Filter" to click the check (yes) option.
One thing to note here is that the Filter button alignment is set by the Sub-Navigation Alignment. Here is an example of where the Filter button would sit if this is set to Center: