It has an icon that resembles a gear.  It's either on your home screen or the list of apps that appears when you swipe from the right edge. It's below the System header. The first time you use this app, you are asked to accept the terms and conditions.  Tap Accept if you are prompted. This turns on call blocking.  You now have the ability to block calls. It's the app that has an icon that resembles a phone.  It's on your home screen. It's in the Phone app.  This display a list of recent calls. This displays a menu over the number. This displays a confirmation pop-up window. This blocks the number from contacting you. You can only block numbers not saved to your address book.

Summary:
Tap the Settings app . Tap Call+SMS Filter. Tap the toggle switch. Open the phone app. Tap Call History. Tap and hold the number you want to block. Tap Block Number. Tap Ok.