Pop filters should only be used when recording vocals. The purpose of a pop filter is to lower the "air-streams", that otherwise would be recorded by the microphone, which come out when you exhale air while singing.
However, if you record an instrument, there is no air that your microphone could record (at least not when playing guitar) and you are safe to use a mic without a pop filter. Most dynamic vocal microphones already have a built-in pop filter, which makes the microphone unsuitable for guitar recording (a Shure SM58 sounds very muddy if you use it for a guitar amp).
Although, when recording acoustic guitar I recommend you to use a condenser microphone without a pop filter on the front.
Basically you gain nothing by using a pop-filter when recording guitars, but if your microphone already has a built-in pop filter, it's not a huge problem anyway... If you really want to record the best sound possible, you could save some money for an instrument mic (Shure SM57 or any "flat-top" mic sounds great on an amp!) or leave it as it is.
You could check out this article, if you really want to learn how to record a guitar amp correctly.