Air intake filter and housing

I have a Craftsman 125psi model# 921.153100. It does not have a "screw-in" type filter on it.....(it was missing when I bought it at a yard sale)...will it work without it, or should it.....is there some kind of checkvalve on it to keep the air going one way only?....it runs fine but air comes out both sides of the cylinder head.....help would be appreciated....Carl