I'm sure i used to be able to tick a checkbox next to an email in my list and there was a dropdown option to create a filter from that selected mail. It was so easy.
At the moment you actually have to go in the options -> mail options and click on filters to create one manually, which requires knowing the actual email address you want to filter - eg, going back to the mail pane, manually selecting and copying the email address, going back to filters pane and pasting it in.
Why have we gone backwards? This is not user friendly at all!