Release and Coverage Shortcode

I saw in a previous post that people asked how to use shortcake to get Nooz to show both release and coverage. The suggested response was to use a filter..

”
function my_query_options( $options ) {
// you could use $options[‘post_type’] to target specific shortcode usage
// [nooz type=”custom”]
// if ( ‘custom’ == $options[‘post_type’] ) { … }
$options[‘post_type’] = array( ‘nooz_release’, ‘nooz_coverage’ );
return $options;
}
add_filter( ‘nooz_shortcode_query_options’, ‘my_query_options’ );
”

Where, in which file, does one put this filter?!

Thanks