In Primavera P6, filters are very useful because you can find items that meets specific criteria and show them on your reports. You can make Look-Ahead schedule using a filter. If you want a 3 or 4 Week-Look ahead you just filter the activities for the next 3 or 4 weeks.
A filter temporarily limits the projects or activities that appear on screen, according to criteria you establish. For example, you can view active projects or activities scheduled to start during the next three weeks. Use the filters supplied or create your own. Apply one or more filters to the layout at any time.
Applying a Filter
Choose Project, Activities, then choose View, Filters.
Mark the checkbox next to the filter you want to apply.
To preview your changes, click Apply. Combine existing filters to narrow the activities selected. Use any combination of default, global, and user-defined filters. For example, combine the Critical and Milestone filters to view critical start and finish milestone activities in the layout.
Here is a video which explains more about filters in Primavera P6.