Hi,
0. What you have on your screenshot is not a filter. It's the HikaShop content module configured to display a listing of categories.
You have one by default on your website when you install HikaShop. It's called "categories on 2 levels".
We didn't configure any filters on the demo website so I can't give you a link to something which doesn't exist. But you can configure yourself filters if you want on the demo website via the Display>Filters menu of the backend.
1. There is no popup on that page. I suppose that you're talking about the mouseover effect when you hover on an image. That's something added by the Joomla template that we used on the demo website. It is called JSN Glass PRO and is sold by JoomlaShine, one of our template provider partner.
2. These are badges. You can configure via the menu Products>Badges in the HikaShop backend.