How do cell phone filters filter out all the extraneous EM waves and noise (especially noise) when you get a call?
Short answer: they don't. Of course, they use a bandpass filter to reject EM radiation outside the designated channel. But every radio does that. Modern cell phones also dynamically adjust their antennas so they are more sensitive in the direction of the cell tower, and less sensitive to other directions where there's only noise. But after that, there's still plenty of noise mixed with the signal.
If you're wondering why you don't hear the noise in the call, why it doesn't sound like a distant AM radio station in a thunderstorm, it's because the transmissions are digital. It's the same reason when you download an MP3 over WiFi it doesn't sound noisy. It's the same reason I can show you a number:
And you see forty-two, not fcrtv-lwo.
There is a point at which there's enough noise that the numbers can't be reliably decoded, and you do hear noise in the call. But it doesn't sound like static, because a wrong number in a digital audio doesn't sound like static. Because cell phones are used for voice, the digital coding is based on what voices sound like. The digital signal contains instructions for reproducing a human voice not unlike a human would do it. So when the bits are wrong, it doesn't sound like static: it sounds like a voice making nonsense sounds.
When the signal isn't great, a few of these errors slip in, but you don't notice them because you're paying attention to what's being said, not the audio quality. And, the codec is designed to make such things difficult to notice. For example, when a few bits of data are missing, the codec may continue making the same sound that it was making before the error to fill in the gap. Such things are difficult to notice unless you listen carefully.
When a lot of errors slip in, the phone just drops the call so you hear nothing at all.