While a sort rearranges all the data in your spreadsheet based on the order imposed from your chosen column, a filter uses the criteria you provide to filter out all rows from the spreadsheet that don't meet the criteria. The rows remain hidden, and will re-appear once the filter is removed. Filters can be applied temporarily on one or various columns in order to hone in on specific slices of your data. If you create a slice using filters that you'd like to examine separately from the rest of the data, you can copy the filtered slice to another worksheet or to a new spreadsheet.
Simple filters are helpful for finding and fixing data entry errors and typos, making quick changes to subsets of your data, and spot-checking data.