This is how the Filter Builder looks when it has no content and the data type has not been set.  Filter elements and filter groups can be dragged onto the design surface from the Filter Tray; previously saved composite filters can be dragged onto the design surface from the Composite Filter Cache.  Click on the links on the empty design surface to show their associated panels.

 

To create a new filter you must firstly specify the type of data that the filter will evaluate.  With the Filter Builder as the active document, select Filter → Filter Builder → Choose Data Type... from the menu bar.  This opens the Type Browser dialogue.  Alternatively, drag a filter template from the Filter Tray onto the Filter Builder: this will also open the Type Browser if the chosen template can be applied to more than one data type.