Question is not clear... incoming to what? Coming from where?

In general, all MIDI channel messages (Note-one, controllers, PB, AT, etc.,) include the MIDI Channel.
Most MIDI sequencers simply record any incoming channel, and they may rechannelize the data on the way out.

Give us some idea what you want to accomplish.

I have equipment connected to the midi In of Moxf. It sends messages on multiple channels. I want the Moxf not to receive some channels. I want to filter the midi IN of channel 1 for example.

It depends on what mode you are in... and what you’re looking to accomplish.

Voice Mode - the MOXF receives on the Basic Receive Channel - Set it to any channel but Channel 1
Performance Mode - the MOXF receives on the Basic Receive Channel - Set it to any channel but Channel 1
Sequence Modes (Song/Pattern) - the MOXF MIDI Filter works as a function of the Sequencer: you can set which MIDI events will be recognized/transmitted via MIDI. The settings made here apply only to Song/Pattern playback data; they do not affect the MIDI events generated by your keyboard playing or panel operations in the Voice and Performance modes.
MIDI Events Filtered (In/Out): Notes, PgmChange, CC, PB, ChAT, PolyAT, Sysex.

If you are using the MOXF as a Tone Generator only (not using the on-board recorder):
When in one of the two Sequencer Modes (Song or Pattern) the MOXF is multitimbral and capable of receiving simultaneously on multiple MIDI Channels. You can access each of 16 Parts by additionally pressing the [MIXING] button. For example, if in [SONG] mode, you can then press [MIXING] to deal with the MOXF Tone Generator. Each numbered button 1-16 selects a Part.

Press [MIXING]
Press [EDIT]
Press [1] to view Part 1 parameters.
Press [F1] VOICE
Press [SF2] MODE

Here you can set the MIDI Receive Channel for the selected Part. Initially, Part 1 is Set Receive Ch 1, Part 2 to Receive Ch 2, and so on.
You can set Part 1’s Receive Channel = Off
This will prevent the MOXF Tone Generator from responding to incoming MIDI messages to this Part
You can do this for any Part that you do not want to respond to incoming MIDI.
_ You can freely stack multiple sounds on the same Channel... create Splits, Layers, etc using the [F] and [SF] parameters to define each Part, as you require.

You can [STORE] your MIXING settings in any of the 64 Song, or if in Pattern Mode any of the 64 Pattern locations... (even if you are not using the MOXF Sequencer), you can use each Song/Pattern Mixing Setup to memorize your configurations.

Hope that helps.

😀 Thank you so much!