First of all, I believe you are talking about the sampling system filter.
1. If you observe the internal filter slot at sampling system, you will see a small hole at each left and right hand side. The sample that taken from the stack will go through these holes from right to left (I am not 100% about the direction). Therefore, when the filter inserted into sample system, the sample gas will pass through the filter from right to left. All these dusts will be filtered by the filter and dust will be struck on the surface of the filter. Normally, the sample gas will not go through inside of the filter unless the filter is broken.
2. When the filter become very dirty and cover with dust, it will lost his function. These dust will go into the sample cell and high chance of damaging the sample cell mirrors and body. Customer should replace filter periodically, which pass on the condition of your sample gas. You can check the filter weekly or monthly to judge the suitable time of replacement of it. Also, please check the probe filter too.