Sure – so you could either set this up within your theme, as part of the functions.php file or another file which is included from there (or, perhaps preferably, as a standalone plugin). We can’t guide you through that, but there are plenty of resources especially within the WordPress Codex to get you started on the right foot 🙂
From there the idea would be to take a look at any of the existing filters that live in the-events-calendar-filterbar/lib/filters/* and use them as a blueprint for your own filter: note that they all extend from TribeEventsFilter (itself defined in the-events-calendar-filterbar/lib/tribe-filter.class.php) which takes care of many tasks common to most Filter Bar filters – including registration.
You will of course need to instantiate your new class and ensure the TribeEventsFilter constructor still runs to take advantage of this.
It’s definitely a more advanced topic than we can guide you through here, but I hope that at least gives you some avenues to explore.
Thanks!