Hi Researcher001,
It seems you are very new to R and I would recommend completing a course such as this: R for Excel Users
In your case, after loading the data (which we assume is my_data) you could do something like below:
library(tidyverse)
library(stringr)
# Setup a demo dataframe
mydata = tibble(`ANN[0].EFFECT` = c("missense_variant", as.character(1:10)))
# Filter on ANN[0].EFFECT column
dplyr::filter(.data = mydata, stringr::str_detect(string = `ANN[0].EFFECT`, pattern = "missense_variant"))