You can filter on user fields for an object with some extra formatting in the filter string.
[<UserField>][Parent = ^.Oid and SetupUserField.Caption = 'User Field Caption' and Value = 'Value'].Exists()
For example, if you wanted to filter Leads by a user field named My Field, so that the results list all leads with My Field set to the value '123', the formatting would look like this:
https://connect.eventpro.net/API/DataService.svc/leads?filter=[<UserField>][Parent = ^.Oid and SetupUserField.Caption = 'My Field' and Value = '123'].Exists()
