The free call filter leaves some to be desired. It's biggest downfall is you can't white list a number or mark something as spam or not (those are only available on the paid version of the service). That means you may want to set it to the low setting and still risk some spam calls.
Case in point: I tried calling Bank of America the other day with the filter on the high setting. It was going to be a long wait, so they offer a callback service to hold your place in line and then robodial you when it's your turn. The call filter blocked their callback as spam, even though it was 100% legit, and I had no way to answer it without reducing the level on the filter or turning off all together. When it detects something as spam, that's it. You do not get a confirmation choice.
When a call is blocked, your phone will start to ring, then be sent direct to voicemail (which thankfully the BoA robodial left a message that I could call back and keep my place in line). That is because the filtering is done at the phone, not at the network level. So you'll have both a standard missed call notification and a notification from the app that it rejected a call. When you tap the spam filter notification, it's just the info on the call, but like I said earlier, no ability to confirm as spam or white list it.