[Qgis-user] Filtering data for specified area

[Westerham]

Please forgive this dumb newbie (both GIS and QGIS question but all
the on-line examples I've been able to find appear to have data sets
already prepared with data specific to the area concerned.

I have a shape file for a UK administrative district. Other data files
I've tried to use (vector and raster) are for larger areas and so
display data both within and outside of the boundary of the district.
I want to show data only within the boundary.

Please can you point me to the method for filtering vector and raster
data so that it only relates to (and displays within) the boundary of
a defined (master?) shape file.