"Block" is a Lemmy feature. Your blocklist is stored in your Lemmy account. If you go to Lemmy on a Web browser, your blocked content will still be blocked. Only communities and users can be blocked, I believe.
"Filter" is a Sync feature. Your filter list is stored in the app, profile per profile I believe. Filtered content won't be blocked on your Web browser. You can filter whole instances and keywords, along the usual blockable stuff.