Unfortunately this is not possible at this time. This feature request has been documented in detail and provided to the developers for future consideration. If you want to be notified if/when it is added please
send an email via the 'Contact Support' link and include "Notify Me When HMT-5061 Is Resolved" in the subject line and body of the email.
Some current ways to share filters would be:
a) You can load the filter in a report then left-click in the HMQL Filter field at the top of the report and click 'Ctrl+A' to highlight the filter and then click 'Ctrl+C' to copy the filter text to your Windows Clipboard. You would then need to right-click the \Desktop or some other File Explorer directory on your computer and select New > 'Text Document' and then open the new text document and click 'Ctrl+V' to paste the filter code to the document. Save the document and share that document so your friend can reverse the steps to copy the filter from the text file and paste it into the HM3 HMQL Filter field at the top of his reports.
b) You can share your C:\Users\UserName}\AppData\Roaming\Max Value Software\Holdem Manager\3.0\Config\SavedFilters.filters file with your friend for him to load into his installation, or copy/paste the saved filter code from.
Here is an example of how the code looks from my testing SavedFilters.filters file:
The format for the code on each line is: 'Saved Filter Name'|'Actual HMQL Filter Code'|'Date and Time Filter was saved'