A separate filter may be required if a DSL setup does not use splitters. For a splitter setup, the filter is built into the splitter. The filter is to protect the DSL signal from being contaminated by high frequency noise added by analog phone devices, answering machines, faxes and so on.
The filter is a low-pass filter. Note: there have been some reports of interference leaking to audible range on certain phone equipment after a phone line gets DSL added.
A splitter is a small device that captures the first 14khz of frequency and splits them off for phone use, the rest of the data is passed onto the DSL equipment. The splitter is the first device a DSL line meets when it arrives at the users premises. Splitters are employed when ADSL lines are provisioned. For SDSL, there is no voice band available, so no need for a splitter.