Most filters will come with instructions on how to clean your filter. Every type of filter is different and will require another way of cleaning it. However, these filters usually come with cartridges that you can place inside to help with the filtration process. This is something that you can clean and, eventually, replace once it gets too dirty to clean anymore.
One thing to note is that you can rinse these cartridges. It is recommended not to rinse them in tap water to add some harmful toxins back into the tank. Instead, you can rinse it in the bucket of dirty water during your siphoning. This will clean it but keep the bacteria on the cartridge.