Hello,

Kindly assign this menu item to the Left sidebar template first. You can do that from Joomla Administrator > Extensions > Templates > Styles. Select the left sidebar style and in Menu Assignment Tab, select all the menus in which you want to show the filter.

After that go to Joomla Administrator > Extensions > Modules. Open the Filter module and Assign the same menu you selected in the layout.

I hope this will help.

Thank You