From a dataset that contains points of interest defined by type of object with four different features, I am trying to distinguish the features to perform different analysis. Thought I had to filter the four features but that doesn't seem to be the way to go to separate them.
If I understand your question correctly (that you want to divide a layer into individual features) then you can use
Vector > Data Management > Split Vector Layer
This will divide it into individual features that you can perform separate analyses on.
Alternatively you could select one feature at a time and when performing your analysis just check the Selected Features Only box.