Reading excel files in with MATLAB can be done in a couple of different ways. First is xlsread, which might be the most applicable to what you're looking for. It will let you specify the range of cells you want, and which sheet they come from.
If you're reading a lot of excel files, or a lot of sheets from a file, then I would propose the use of the ActXServer. It's a much more complex setup, but a lot of the coding is similar to VBA (if you have any experience with that), and it runs much more quickly than xlsread/xlswrite when working in a lot of different excel files or sheets.
It is also possible to create a macro with VBA in excel directly, though I'm not enough of an expert to really begin to suggest how you can actually do that.
For the filters, both excel and MATLAB should be able to receive a user input and perform some logic to do the filtering you have in mind. Specific suggestions on that front would require some more knowledge about how the data is structured, and how you want to filter it.
