To make a simple water filter in the wilderness if you have a water bottle available, cut the bottom from the bottle, turn it upside down and cut a small hole in the cap. This makes the bottle into a funnel. Next, place progressively coarser materials from the cap to the top, such as burned wood, charcoal and sand. The charcoal should be at the bottom, followed by a layer of sand, followed by pebbles. Pour water through the filter.
Another method of making a water filter involves evaporation and therefore requires constant sunlight. Place a container of water in sunlight, and make a makeshift tent of leaves above the container without blocking the sunlight. Connect the leaf and a catch bin with a small tube of material like a drinking straw. Ensure the catch bin is lower than the leaves. Sunlight evaporates the water over time, leaving pure water vapor to condense on the leaves, flow down the tube and into the catch bin.
Although this method purifies most water, it takes a long time to collect enough to drink. If you have the means of making a fire, it's better to filter the water and then boil it to kill bacteria.