You cannot save those, but the 'Advanced Selection' window does the same thing and can be saved.
Once a filter has been saved use the below command to run it from a button/etc.
Select "Filter Name" FILTER HIDEUNSEL
Folder Formats can apply filters specific to different folders (or types of folders), if that's the kind of thing you want.
Folder Format filters are in addition to the Quick Filter, which is applied on top of them, so you won't see the Filter Bar appear normally, unless a Quick Filter is set as well; instead, they just change how the folders they apply to are displayed all the time.
e.g. I use one to hide some of the junk you cannot get rid of but never interact with in C:\ so it doesn't get in the way.