Hello Boris
@fadisaccal has described a good case where you would use BPDU Filter. Even so, it is a feature that should be used with great caution. BPDU Filter will essentially filter out or disable both the sending and receiving of BPDUs on an interface. This essentially means that STP is completely disabled on that port, because BPDUs are necessary for STP to function. So any switch that is connected to such a port must not create any physical loop, otherwise STP will not protect your network from a resulting broadcast storm.
For more info, take a look at this Cisco documentation.
I hope this has been helpful!
Laz