Pumps give your pond water circulation. If they are the right size for your pond and are properly placed, they eliminate stagnant water and provide oxygen to your pond.
If they are connected or pumped to a filter, you reduce the effectiveness of the filter if your pump is not on and may end up having unsightly water and elevated levels of ammonia providing you have fish. Please keep in mind that you need to have at least 1/2 the total gallons of your pond pumped every hour for good water circulation.