It appears that you can insert a blank column on either side of the one you
want to filter (or just to the right if your column is the first column (A),
put on the filter and then delete or hide the blank columns.
Click the button at the top of the column that you want to AutoFilter
Choose Data>Filter>AutoFilter
Only that column will have an AutoFilter dropdown arrow in its heading
However, when you filter on that column, entire rows will be hidden, so
data in other columns will be hidden too.