Most CPAP and BiPAP machines have two filter types. The coarse, often dark filter is the first line of defence and blocks fluff, hairs and other large particles. The often thinner, lighter coloured fine filters tackle smaller particles including dust, pollen and so on.
Fine filters should be replaced approximately every 2-4 weeks, depending on the air quality where you live. Coarse filters may be washable and should be rinsed or replaced at least every month.