You need to wait for a firmware update to your phone and then accept the extras+info app update. The extras+info app update installs the call+SMS filter app to the Lumia device. It will be visible in the Settings menu.
- What to check if I can't add or create the Microsoft account on my Lumia phone during the initial setup?
- How can I unlock my phone so I can use another network operator’s SIM card?
- My phone does not recognise my SIM card
- Can I move or save apps to my memory card on my Lumia phone?
- I have forgotten my PIN or PUK code