Hi Abhijit Nikhade,
My first thoughts without looking into the details would be:
1. Use context filters. These are applied before Tableau starts to work on the data. This means that they apply to all worksheets using this source and also speed up the workbook. These would be your global filters
2. Apply specific filters to multiple sheets. You reach the options to do this on the drop-down menu from the filter pill.
I would like to give user an ability to use the filter (drop down). @Tim Beard How should I add these drop down filters on the dashboard. Basically I should see that once I publish the dashboard. I have clearly shown my requirement in the picture.