In the RTM the filter WP are available by default and didn't need to be added.
A list of OOTB Web Parts
How Filter WP work from the MS site. Writen for MOSS but still applies to SP2010.
- Connect a filter Web Part to a List View Web Part to display a subset of data.
- The filter Web Part provides a value.
- The filter value is passed to a column in the List View Web Part by using a Web Part connection.
- The List View Web Part displays only those columns that match the filter value