I have a DGE object containing tumor and control RNA seq samples. Tumor n=126 and Control=390. I want to filter low expressed genes before starting limma analysis. I want to know how to set the threshold of filtering based CPM values and library size

The mean library size is 863989.

Use filterByExpr(), for example as described here:

http://bioconductor.org/packages/release/workflows/vignettes/RNAseq123/inst/doc/limmaWorkflow.html

or in Chapter 15 of the limma User's Guide:

https://bioconductor.org/packages/release/bioc/vignettes/limma/inst/doc/usersguide.pdf