If u have a matlab, u can simply type "help <command_name>" and get all details of the command. For frequency domain, u need to use FFT. A simple radix-2 FFT is good enough for understanding and implementation. All the functions are already given in MATLAB.
Usually during design, i use z-transform to find the TF of filter. for e.g. u need a TF of LPF which has cut off of 2kHz as all the voice data ranges from 100 to 1000Hz. After finding the analog equation, u can simply find s-transform and use s to z domain conversion function in matlab. Now, use the compensator to control behaviour of filter. U can find the fft after converting z domain to time domain and use fft. And simple multiply fft of filter and data. Remember to use normalized filter i.e. the values of LPF coefficients should be between or equal to 0 and 1.
Hope that helps.