Section 6.6. Defining and saving filters of the user's guide says, "To define a new filter or edit an existing one, select Capture → Capture Filters…​ or Analyze → Display Filters…​. Wireshark will then pop up the Filters dialog as shown in Figure 6.8, "The "Capture Filters" and "Display Filters" dialog boxes"."
This is FALSE. Nowhere does the dialog window, as shown, pop up. Am I doing something wrong? Is the documentation outdated?
The user guide is outdated, but not with respect to how these dialogs open. Are you (or were you) perhaps working on a multi-monitor system and the dialog is just opening on another monitor or possibly behind another window so that it's obscured?