What you show on the image is the post status, not a taxonomy.
But a filter already exists to do what you want. Go where you wrote your categories and on the right must be numbers. It’s the number of post_type in each category. Click that number and you’ll see
the pages for the clicked category.
If you really want to add a filter, you can add a select (for exemple) that you will write by using the hook restrict_manage_posts
<?php
function display_select_filter() {
global $post_type;
if ($post_type == 'my-custom-post-type') { // must change post_type to yours
$taxonomy = 'custom-tax'; // must change taxonomy to yours
$terms = get_terms(['taxonomy' => $taxonomy, 'hide_empty' => false]);
?>
<label class="screen-reader-text" for="<?= $taxonomy; ?>_filter"><?= esc_html__("Category", 'my-domain'); ?></label>
<select name="<?= $taxonomy; ?>" id="<?= $taxonomy; ?>_filter">
<option value=""><?php _e("All categories", 'my-domain'); ?></option>
<?php foreach ($terms as $k => $v): ?>
<?php $selected = (!empty($_GET[$taxonomy]) && $_GET[$taxonomy] === $v->slug) ? ' selected="selected"' : ''; ?>
<option value="<?= $v->slug; ?>"<?= $selected; ?>><?= $v->name; ?></option>
<?php endforeach; ?>
</select>
<?php
}
}
add_action('restrict_manage_posts', 'display_select_filter');
To work properly; you have to replace my-custom-post-type with the slug of your post_type and custom-tax by the name of your taxonomy.