Most furnaces typically need to change the air filter once or twice a year to keep the systems running smoothly. If you enable "filter reminders" your Smart Thermostat will notify you know when it's time to change your filter based on how long your system has been running.
If your building management provides this service on your behalf you can disable or disregard the air filter notification. If you change or remove your filters manually, you must take special care to do so in a manner that does not tug or strain the wires, or otherwise affect them in any manner that could cause a disruption to your HVAC's system performance. Failure to do so can cause signifant issues to occur with your thermostat.