Modern vehicles have both cabin and engine air filters. Your engine filter is designed to keep the debris and dust out of your engine. If the air filter is clean, then only clean air will reach the engine. Your engine cannot work properly if the engine filter is not clean.
A cabin filter is a lot like your engine filter. It is designed to filter out the pollen, soot, dust, and other environmental allergens. It will make sure that the cabin space has plenty of clean fresh air. Your HVAC system will not work properly if the cabin space is dirty.
Your cabin filter and engine air filter will have to be changed on a regular basis. Your mechanic will be able to tell you how often the cabin and engine air filters will need to be changed.