Snapchat filters allow you to add special effects and graphics to your Snapchat video or picture. Filters include geofilter graphics, weather, current altitude, and current speed. By default, Snapchat filters do not show on screen until you have taken an actual Snapchat.
First, ensure you have Snapchat Filters enabled in your settings: Additional Services -> Manage -> Filters
If you are looking to make your own Snapchat Filters, follow our guide here.