If you shine light into a prism it disperses.

If you place a red filter in the path of the light it only lets the parts of the spectrum that contain red light through and absorbs the others.... mouseover to see the effect...

Blue filter

Green filter

When you put a secondary colour filter in the path of the ray you get more light allowed thorugh. The two colours can pass through so the light that is made up of two colours is seen as well as the primaries that the filter lets through.

Yellow Filter

Cyan filter

Magenta filter