Hello Alex, the CPL is a Circular Polarising Filter, it cuts unwanted reflexions from the light, this means you can eliminate the reflexions from the water/glas and make them clear and see-through. it also boosts saturation and contrast and it can make the sky darker, but there's a problem with the wide lenses, only a part of the sky can be darker due to the angle of light.
UV filetr cuts the UV light, meaning if you take your xiaomi to a mountain top, the images won't have that blue-ish tint you normally get. At lower altitudes it doesn't make any difference.
IR filter is just an infra-red filter, it allows IR light to pas to the sensor, usually that means your colours won't look natural, but it's a nice effect for black and white, it makes the leafs from the trees to look white