Start simple to learn how the envelope generators interacts with the signal.
Mod wheel all the way down, OSC 2 amount zeroed, key track at zero, env amount at 12 o'clock. With these settings the filter cutoff should stay constant. Play with the amp envelope to hear what the envelope shape sounds like when it modulates the volume. Start with attack, sustain, and release at zero. Adjust the decay. Notice it ends even when the note is held. Play around to get a feel for the shape of the envelope and its effect on volume.
For both the amplitude and filter envelope, attack, decay, and release are time variables; sustain is an amount parameter (time for sustain determined by how long a key is pressed).
Now turn OSC 1 to a saw wave (it will be the easiest to hear the cutoff frequency being changed) and env amount all the way up. Turn attack, sustain, and release to zero. Set the amp decay long and listen to how different filter decays change the rate at which the filter is swept. Turn env amount to zero, then see if you could mimic the filter envelope by turning the filter cutoff knob as the note plays. Fast turn=short decay, slow turn=long decay.
Turn env amount all the way up again. Try a longer amp attack with a short filter attack. You should hear the filter beginning to close before the amp envelope reaches its max.
On the Amp ENV, turn attack, decay, and release to zero, turn sustain all the way up. Now when you press and hold a key it will be easier to identify what the filter envelope (except for release) is doing; since, the amp env is now a simple on/off.
One of the things that makes it difficult to hear initially is that a closed filter will allow a much quieter sound through than an open filter. So, the filter envelope does effect volume, just not directly.
With env amount turned to all the way CCW the filter cutoff is modulated by the envelope in the opposite direction. Instead of the attack acting like a clockwise turn on the cutoff knob opening the filter it is reversed. Decay, sustain, and release will now raise the filter cutoff back to the original value set by the cutoff knob.