When you connect to a geospatial data store, you can choose Add To Map With Query to filter the data you bring into your map.
To filter feature data when you add it to a map
If this feature source contains only a single feature class, that feature class is selected automatically. If it contains multiple feature classes, you can right-click any of them and select Select All or Select None.
In the View Query Statement dialog box, the list of layers at the top of the window shows any existing filters for the selected layers. If the layers use a common query (specifying a property that all the layers have in common), that query is listed separately. Any query you create applies to all selected layers.
For help with any expression element, see Creating Expressions - Reference.
If multiple layers are selected, only the properties they have in common are available.