Filters usually screw on to the front of the lens. The filter size of your lens will tell what size of filters you need to buy. It's usually written under the front lens cap in mm.
The most common filter in use is the UV filter. You can leave it on the lens to serve as protection. There are other filters that may be useful like the polarizer to cut glare in water and glass. There are neutral density (ND) filters to underexpose the shot further than possible with just aperture alone. Graduated color filters enhance certain colors and parts of the picture. You can combine filters and use one or more of them at the same time.
There are also screw-on adapters that mount on existing lenses. The most popular ones are the telephoto adapter, wide angle adapter and the semi-fisheye adapter. It's the same. Treat them as filters. Get the adapter that has the same size as the filter size of your lens.
Most of the effects done with filters in the film era can now be easily duplicated through a capable graphics program in the computer.
Now you know!