Where to add filters code

I’m trying to change the upload directory to a sub-folder of the uploads folder. I’ve read about the caldera_uploads_folder_directory filter and that seems to be the solution. But I can’t find any documentation on where to put the code.

So does the filter become it’s own php file? If so, where does it belong? If it isn’t it’s own file, then where does the php code go?

Thanks