As with any filter, they ‘filter’ or trap particles, in this case harmful diesel exhaust soot particles, so they have to be emptied regularly to maintain performance.
The DPF needs to be cleaned regularly, through a process called regeneration, either active, passive or forced regeneration, the accumulated soot is burnt off at high temperature (around 600°c) to leave only a residue of ash, effectively renewing or regenerating the filter, ready to take on more pollution from the engine.