Is there a way to view to build the view of the list of tickets that we are following currently I do not see a filter for that ?

Hi Uma,
 
There are two options available to view the ticket you are following:
 

• Option 1: Select Followed tickets on your profile page
  • 
• Option 2: Create a macro that you will manually apply in a ticket to add a tag. Then use the tag as a condition in view to display the tickets you are following.

 
Kindly visit the article How can I view tickets I follow? for more information.