Hi David,
To use the "via search filter" option, you would first need to create a search filter in Jira and save it. You can then access the saved search filter to add your tests.
Here's my jira search page with all my saved filters (this one is using labels):
After you save filters they'll appear in the drop-down in the add test case modal:
After selecting a filter, you'll then see the JQL and the # of test cases pulled from the query:
You could accomplish this using the JQL search option (note that you don't need to add in a project key or issuetype here -- which could be the piece you're missing because if you try to type in the full query you'll get an error). I've only added the JQL for my labels
Hope this helps!
