OK, I am apparently clueless. I have looked through the Help site, the FAQs, and the Community, and I cannot find any explanation of setting up Inline Filters. I see the little triangle, I flip it up and down, and nothing happens.
I assume it is about adding tags (for contexts?), and I added one tag to experiment. It showed up in the Tags dropdown, but didn't make a difference to the triangle thingie. (<-- technical term)
Glad to be educated at this point, even by someone giving me a verbal dope slap.