Hi,
Do you mean the 'All' and 'Unread' filters like the follow image shows?

If this is the case, I'm afraid the two filters have been removed in Outlook 2016. Currently, you can switch between 'All' and 'Unread' via clicking the down arrow like the image below:

Or, you can try to create the Unread Mail search folder and then add it to Favorites.
Regards,
Steve Fan
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