This filter changes if Caldera Forms entry exports as CSV will show the localized time or original timestamp.
The default behavior of Caldera Forms is to use the timestamp from the database, not the localize time. From version 1.5.3.1-1.5.5, this behavior was reversed. It was fixed in 1.5.6, see this issue for more information. You can use this filter to set localized time in CSV export as default.
This filter was added in Caldera Forms 1.5.6.
Where Does This Code Go?
When using WordPress hooks to customize Caldera Forms or other plugins you should not modify the plugin files, or you will lose your changes when you update the plugin. Instead you should create a small plugin to hold the custom code. It's easy, learn how here.
Technically you can add the custom code to your theme's functions.php, but then you will not be able to change your theme and keep these customizations.