Using bags, cartridges, and filters for dust collection is one of the best ways of capturing dust particles in the airstream. The filter allows the air to pass by while preventing the particulate from passing through. The dust particles then begin to build up on the filter. This build up helps prevent smaller particles from passing through, but also makes it harder for air to pass through. Over time this dust layer will prevent the air from passing though, thereby plugging up the filters. 
Posts about Pressure Gage in Dust Collection System:
Accessories to Consider with Your Dust Collection System | Aerodyne
Dust collectors have multiple accessories that can be used to help optimize the system. Some are used to protect the system, some are used to monitor the system, and some are used to make the system operate smoothly. The following blog is a quick description of a few of them.