Hello,
You will need a filter. Are you sure your vacs haven't come with one, it will be just a piece of foam that slips over the cage.
If you use them without, you will soon lose suction, if you remove the vacuum head, turn it over, hold the float up, you will see the approx 2" diam hole with a grill where the suction comes air goes out. Without a filter this will soon get a piece of leaf or similar blocking it and you will lose suction immediately, you will drive yourself mad wondering what the problem is. You can soon make one out of a thin piece of foam sewn up the sides, or even a leg from a pair of tights can do the job.
After a while, if you get that far, the impellor will become clogged with muck, then the vacuum is probably finished.
Hope this helps.