It looks like this dashboard is using Selection Filters, which is probably not what you are looking for. You may have started with the Filter+1 or Hierarchical Filter+1 template. These templates are designed to allow one JMP Platform to filter another. Any of the other templates can also be used to create a Selection Filter, using the right-click option:
To use a regular Local Data Filter in a Dashboard, try one of the other templates and simply drag your reports and Local Data Filter into the desired positions. You can enter preview mode to configure the filter prior to saving/running the Dashboard. The video demonstrates this use case. There is a link in that page to that demonstrates the Selection Filter use case.
Hope that helps!
-Dan