Yes, they filter out the particulate components of smoke such as tar. This results in a mild decrease in the amount of carcinogens, but filtered cigarettes should not be considered in anyway more...
I strongly recommend using the OEM filter for your hydro-Gear transmission. Fram filters a horribly built filters with cardboard end caps, plastic bypass valves, very weak shell, cheap paper media....
You don't change the filter on a sand filter, you back wash it. Unless you mean how to you change the sand in a sand filter. This is done by removing the multi port control from the top of the unit...