Regular expressions can be used in many ways in filters. I have been using them for many years and sometimes they are quite complicated expressions. Here are some examples of where expressions can be used in filters:
1. Filter conditions: using "match", "does not match" or "matches any of" forces the argument to be treated as a regular expression. Additionally, you can use a "full" expression here using the "matches all as Regexp" option.

2. Wherever the filter uses a template (e.g. when exporting a message to a text file). Regular expressions can be used to extract desired text fragments fr om the message.

3. In file names created by filters (i.e. wh ere macros can be used).

If you have a specific problem to solve, I will be happy to help.