The filter system on my lay z spa doesn' t work everthing else does it still heats up and produces the bubbles but the filter system doesn't make any noises

im gonna assume your referring to the parts that make a spa work ,
1st theres the main pump most times there centrifugal pumps with mechanical shaft seals , this pump moves water in thru the filters and out the nozzles around pool ,most spa's have a two or more speed motor that runs this pump
2nd some spa's (not all) have a second pump usually smaller these are for the heating circuits , they are also centrifugal and use mechanical or magnetic seals these pumps also intake thru the filters and push water thru the heating elements and also the water conditioner (UV) and on some spa's its also a means to add water treatment chemicals as well
3rd and last but not least theres the blower now not all spa's have one of these , but most do , this blower blows air into the main nozzles exit ports and make the wonderfull bubbles in the spa , now some spa's don't have a blower and use a process called venturi to draw air into a nozzle as water is forced out of it , but this type of system is a bit temperamental and is difficult to keep working well ,
blower motors also have adjustable speeds to adjust the amount of bubbles in spa

if it has an air switch check to see if air hose isnt broke or kinked if it has a motor to produce bubbles make sure it works

some tubs have a powered blower (you can hear it) or some tubs have a venturi suction bubbler system, you will have have to pop open service cover to look to see what kind you have, venturi type most of the time are turned off or down to far and don't produce bubbles (twist knobs) powered blowers sometimes have hoses pop off there fittings

Mine is the same I press the bubble and the light comes on like it's working but no air is coming out what can I do so so mad

If this is an outdoor spa near trees, its almost a guarantee that the impeller is blocked with debris (pine needles can cause this in a hurry)

If the impeller is clean of debris and this is still happening, replace you pressure/flow switch.

when the bubbles are on the water blowing out of them is cold, you can not run bubbles and heat at the same time

You opened the air valve??? Usually a round thingy on the edge of the tub.

I cant imagine how this would not work if it were open ... it works on the same idea as a carb on any gas engine. If the hole is open, the water stream will **** in air.