Start DTT normally, using the "Triggered Time Series Measurement" function.
Choose the measurement channels, measurement time, start time, etc.
Near the right side of the window there is a button labeled "Foton...". Click on this button to bring up the Foton filter design window. There is a bewildering array of options for various kinds of filters, but all I ever do is click on "Butter" to make a Butterworth filter. When you click on "Butter", it pops up another little window which lets you specify the filter time (high pass, band pass, etc.), the frequency/frequencies, and the filter order (which I always leave at 4). Set these and click on "OK".
Now, if you want, you can generate a Bode plot showing the effect of the filter by clicking the "Bode Plot" button at the bottom of the window, then the "Graphics" tab at the top of the window.
If you want to modify the filter, go back to the "Design" tab and clear the contents of the "Command:" text box before re-designing the filter; if you forget to do this, the new filter will be applied in addition to the old one.
In any case, once you have a filter you are happy with, click on the "Ok" button at the bottom of the Foton window; the window will disappear after a second or two. Back in the DTT Measurement window, you should see the filter definition about halfway down. This will now be applied to all channels when you click on "Start" to start the measurement. (Actually, if you know the syntax, you could simply type the filter definition into this text box rather than using the Foton graphical interface.)
Note that a filter will typically "ring" for a short time at the beginning of the data being processed, so you may have to manually adjust the horizontal range of the plot to see the interesting stuff after the filter settles down.