In most cases, yes. You need a line filter in every phone jack that is being used in your house. The only exception to this is your broadband modem. If your modem is the only thing plugged into a particular jackpoint, it does not need a line filter.
If you chose a Connection & Wiring install when you activated broadband, then you will not need any line filters! This is because you will have a separate line for broadband and homeline in your house.
Line filters work by separating the low frequency and high frequency signals (voice, and data) on the same line. This means that the signals stay separate and do not interfere with each other. If you received a modem from Orcon, a line filter will have been included.