Make sure one of the time domain plot types is displayed, e.g. Time Data (Impulse Response). Note also that if changing the filter settings for the Time Data (Impulse Response) plot type, the time domain plot types Step response, Energy-time curve and Schroeder curve will also get the same filter settings (if they are displayed in the same window).
To change the filter settings, first go to Plot->Plot Type Settings->Active Plot… to open the active plot type settings. In the dialog box, make sure is checked and the click the button to display the filtering settings. Select the type of filtering you wish to use and click the OK button to exit the dialog boxes.
Note: The filtering will also be applied to the frequency domain plot-types if is checked in Plot->Plot Type Settings->General Frequency Domain....