Create a Select/Radio/Checkbox filter with the Manual Input options and insert the names of the post statuses that you need to filter by:
In the Query Variable field, select the Plain Query Variable dynamic tag and insert the 'post_status' variable:
Then, place the filter on the needed page.
You can find more information about variables that can be used in the Plain Query here: https://developer.wordpress.org/reference/classes/wp_query/