I don't get how to open the context panel. Should I left click on inserter? Or set "Use filter"? Or click on item selection in the filter box? Nothing works.

You need to open a relevant entity, e.g. an inserter, splitter, logistic chest, vehicle... and it panel will show relevant items to filter. The relevant items only appear when there are relevant clues around.

For example, an inserter from a belt to an assembler will show items that exist on the belt and items that are inputs into that assembler according to its set recipe.

If there are no such clues, there's nothing for the mod to show you. For example, a splitter on an empty belt, or an inserter from an assembler with no set recipe into an empty chest.

Now I see, thank you