Hello,
I don't think you can manually create a filter on the Filters pane using a hierarchy.
However, you can set up a filter action between two objects, where the source of the action has a hierarchy.
For example, try dragging a hierarchy onto a page in VA. You should get a bar chart. If you create a filter action on this bar chart, it should filter based on the hierarchy drill state and the members that are selected in the bar chart.
Sam