How to add exposed filter in views which have data from external db table

Drupal - 7
Views: 7.x-3.10
Data module: 7.x-1.0-alpha7
DB: MySQL

I use data module to adopt my custom table into views, after views generated by data module, I start to make some configuration on views page. But right now I hit an issue, that is how to pick up the data and showed in "exposed filter" for users. I want to add some "exposed filters" at views table as "select box", and inside the select box, which contains all possible values of a specific column of data in database. But right now, the "exposed filters" only has one value "-ANY-". How can I adopt other column data to the exposed filters?

For example.
In my database table "test", it has 2 column "id", and "name". And there are 3 rows of data inside the table. (1, "alice"), (2, "bob") and (3, "Cindy"). After adopt the table "test" into view by data module, I edit the view and add an "exposed filter" for "name". I wish the filter can be "select box" and inside there are 3 values "alice", "bob" and "cindy".

Can I do that? And how?

Very appreciate for your help!

Thanks
Jason

Thank you Ayesh. It works!

I am new to drupal but have some experience on php. When I get touch on drupal at beginning like now, I feel sometimes easy to have a website but confused when hit issues, because I don't know how to fix them before reading code of each modules one by one. It is tough to get familiar with all of related modules at same time. I guess it will take months to go smoothly. I am reading your blogs and bad practice for drupal. It is good, thank you!