Ung number sa oil na nakikita mo represents what temperature they will work on. There are oils that changes its behavior (and composition) to accommodate the weather conditions, like the ones you mentioned.

5W-30 means even at 5 degrees Celsius, during winter time, the oil will lubricate your engines. It will change composition to accommodate temperatures of upto 30 degrees celsius. There are oils, however, that cannot do this, SAE 40 for example works best for hot temperatures but will struggle to turn the engine over for cold starts.

As for oil filters, yes it is recommended to change it every time you change oil. It is responsible to suck up all the goop and black sh*t (thats the carbon deposits) you dont want your engines to chew on while driving. Think of it as changing diapers. Sure, if you dont change a baby's diaper after cleaning him wont hurt it, but it wont absorb as much next time around.

Oil flush is different from a change oil. Oil flush works just like dialysis. You take the old oil out, then a set of chemicals will be poured into the engine then we start the engine. We leave it on idle for a few minutes so the chemicals can get all the goop and deposits out (and yes, im talking carbon again), then we drain it, before we pour in the fresh oil. Change oil skips the chemicals part. Open lid at the bottom, drain oil, pop the lid back and pour new oil.

Hope it helps