I recently a got a CPL filter for my camera. It is manufactured by a company called Massa. I tired playing around with it but never figured it out. The only thing it is does is make my photo yellowish. Is my filter broken?
I think the GIf you've linked to is showing you turning the filter in front of an Laptop LCD screen.
There are simply too many optical things going on there for the 'yellowing' effect to be caused by the filter. You'd need to understand exactly how your particular LCD screen works, but I too see a slight yellowing at certain angles when rotating a polarizer in front of a Macbook screen.
In short, from your GIF, your filter is working correctly. Take some outdoor shots looking into running water, and rotate the CPL as you do so. That will show you how it can kill or modify reflections.
Massa filters do seem to be dirt cheap, so I wouldn't expect the same build (or image) quality as say, Tiffen or Hoya - but it should be good enough for you to learn with.
Step 1: Put it on your camera lens
Step 2: While looking through the viewfinder rotate the filter until it gives you the effect you desire
Step 3: Take the picture
Step 4: If the filter adds any color cast, you can usually correct this very easily in post-processing, especially if you are working with raw files.
Be aware that if the front of your lens moves when zooming or focusing you will need to insure the filter doesn't also rotated after you have set it to the desired effect.
Due to the way LCD monitors polarize light, there will be some strange effects when you look at your monitor through a polarizing filter.