A typical use case for a Filter is the Multi-select Filter block. When a user clicks on an option in the dropdown, the Data Source is filtered to only rows that have the specified value for the column being filtered. As a result, the data returned by Queries on that Data Source is filtered as well.
Example of a Multi-select Filter block filtering a Data Table and an HTML block:
Example of a Data Table filtering a Multi-select Filter block and an HTML block: