Are you referring to high pass and low pass filters?

Plug-in settings in general are embedded in the <.veg> project file. But will be lost if the project file is converted to OMF or other format, The plug-in itself is not embedded but most VST plug-ins can be copied externally and pasted to anther PC.

How do I ensure that I have audio filters to utilize?

I do not recall exactly which audio plug-in are included with VP, but there are literally hundreds of EQs and filters available for free or otherwise.