HEPA Air Filter & Humidifier In The Same Room?

I will be living in a dorm room. I was thinking of getting a HEPA Air filter to “absorb” smells and whatever else it does (mostly absorb i believe?). If that is the case will it absorb the mist that the humidifier gives off?

Basically, I want smells to leave even if they do arrive (from microwaving mostly) and a better nights sleep. Thanks In Advance!