As long as you have your filters connected properly, there should be nothing stopping the fax from working.
Keep in mind you need to have a filter on each and every phone and fax that share that line with the DSL, as well as a filter on the DSL itself. Make sure you've connected the phones/fax to the "PHONE" plugs on the filter, and the DSL modem to the "DSL/Modem" plug on the filter.
Faxes work just like phones. They dial exactly like phones do and they communicate through sound. If you are able to pick up a phone and make a call but the fax still isn't working, either the filter the fax is on isn't working or the fax itself is having issues with dialing.
I've never heard of not having a filter on a phone causing it not to be able to dial though. However, it can cause the DSL signal/connection to drop out when the phone is in use or cause background noise in a call.