Hi Gal,
In order to have filters applied across multiple sheets you are correct in that you will need to leverage parameters. Hopefully the steps below will help explain the process:
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On the main sheet of your analysis, you first want to first create a parameter, or multiple parameters if you want to filter across multiple fields. If you are unsure how to create a parameter, the steps involved to do so are outlined here
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On the pop up that appears after you have created your parameter(s), click on create a control and provide a name for the control, type of control as well as the field within your dataset that you want to link to and click add.
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Link this control to the visual(s) on your sheet that you want to filter by selecting a visual and click filter in the menu. Within the filter menu you need to: change the scope to suit your use case; change the filter type to custom filter; click the checkbox for parameter; select the parameter you created in the first step; and click apply. Repeat this step for any additional parameters you have created.
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On your additional sheets, repeat the process outlined in the previous step to use this parameter as a filter for your visuals.
With this approach you can have your controls on a main sheet and have filters apply across other sheets within your dashboard.