It has been 4 days sense I bought an HEPA Air Purifier how come the Filter is not filed with dust or the?

It has been 4 days sence I bought an HEPA Air Purifier how come the Filter is not filed with dust or the washable foam is not dirty. It also says the filter is filed with Arm and Hammer Powder? It’s Holmes Modal 24000 bought at WalMart. It’s always on Low mode cause of the noise. Also if Air Purifiers do work how long till I notices a difference like will my occasional Throat Soar due to Allergies be gone? Should I keep the Air Purifier on at all times even when not at home? Will it remove dust?
Low mode is Quiet Mode (Bed room mode)