...
Multiple Value Filters start by default in "Single Selection" mode, select a value from the list to choose this value and close the filter.
You may type anything into the input box, even values that do not appear in the list of available values.
Click on the "Multiple Selection" checkbox on the bottom-right to show the multiple selection panel.
In Multiple Selection mode, click on a value to add it to the selection list (shown on top), click on a value in the selection list to remove it.
...