Why filters doesn`t show in my application?

If you're using GPU, you would need to draw your movieclips with their filters into a bitmapdata/bitmap, and then show that, because filters don't work on GPU. If you're using CPU, then they should be working.

If these are filters that you've set on the stage, just to look nice, you might think about doing a Convert to Bitmap on the stage. That way they will work better, and look exactly right, even with GPU.