Please do the following:
1.) In live search area click on the inverted triangle on the column header (field), to open the lookup window.
2.) In the lookup window select single or multiple values.
3.) Click on OK.
For example - In the live search area, if you want to filter records based on CITY. Click on the “City” column inverted triangle and check the desired cities you want to search. It filters results based on the city look-up values you have selected.