I have written few functions in the function.php file of the theme. Should I use
add_filter function for those functions?
It depends on the things you want to do. you can use add_filter and add_action based on what you want to do.
so if you want to modify the content, you should hook using filter functions. For doing your own stuffs, you need to hook using action functions.
if you have explained your purpose, we could probably tell you what you need to use.
More details here: http://codex.wordpress.org/Plugin_API