The circulation/filtration system consists of a circulating pump and filter; the pump moves the water through the system.
The filter removes small particles, which if left in the water would turn the water turbid. It's important to follow the manufacturers instructions as to how long the circulating pump should run.
Periodically if you have a Cartridge type filter it will require cleaning.
This is essential to remove precipitated minerals and greasy deposits that have been trapped in the filter which if left, will impair the filters performance and cause the water to become cloudy.