An ND (Neutral Density) filter is a colorless or grey filter. It reduces the intensity of the light that enters the camera sensor. When the camera aperture and ISO value are constant and an ND filter is applied, the exposure time (shutter speed) is lengthened.
To ensure the impact to the exposure time, you need to set the ISO value manually. Otherwise the camera can adjust the ISO automatically and you might not get the desired effect on the exposure time. For example, to blur a moving target, on a bright day, you can set ISO to 50 or 100 and the ND filter on to get a long exposure time. Make sure there’s enough light, so that there will not be underexposure.
To switch the ND filter on, make sure you are in the Creative shooting mode, then select the ND filter icon on the left, and tap ND filter on.