They keep the crud out of the engine. Our little tapered piston/sleeve engines are very sensitive to dust/dirt and can easily be wrecked by very little.

You only need a filter between the tank and the carburetor. Make sure it is on the right direction.

If there is one already on the tank, it's still a good idea to put another one on the line. The one on the tank may or may not be very good, and can't be easily cleaned. Cheap insurance.