The pump probably has a filter basket in it to catch leaves before harming the pump. But the real filter is separate. If you follow your pipes, the flow of water goes from pump to filter to heater and then back to the pool.

You can't vacuum unless the pump is running. The filter does not turn on and off. The pump does all the work pushing water thru the filter. When you vacuum to waste the filter gets bypassed. Leave the booster pump off while vacuuming.