SUMMARY:
Filter by field on the Expense sheet allows you to filter the projects based on the clients selected in that field.
Filter by option will not be available when Enter Expenses option is selected to Non Project Specific under Expenses settings in the user’s permissions or Project and Billing edition is not available on Web TimeSheet.

To enable Filter by in the Expense sheet:

Log onto Web TimeSheet as Admin
Click on Administration tab from the top menu.
Click on permissions under Users/Departments in the side menu.
Edit Administrator permission.
Expand Expenses by clicking on '+'
Select Enter Expenses as Both or Project Specific.
Click Save.
Log off and log back onto Web TimeSheet for the changes to take effect.