CPAP and VPAP machines take room air and filter it out before it is passed through the CPAP machine.
Your CPAP machine is comparable to your home furnace in functionality by basically taking the room air and filtering it before it is delivered.
Just the same as you would change your furnace filter on a regular basis, you should change the filter on your CPAP machine.
For the Following ResMed S9 Series Models
NOTE: CPAP machine filter should be replaced every 1-3 months or once they begin to show signs of debris and/or discoloration.