Quick filter is used to view the filtering options and can be used to select the option. Normal filer is something you can limit the options from the list or use some conditions to limit the data by field or value.
Whenever we crate context filter >> Tableau will create a temporary table for this particular filter set and other filters will be apply on context filter data like cascade parameters suppose we have crated context filter on countries >> we have chosen country as USA and India >> Tableau will create a temporary table for this two countries data and if you have any other filers >>other will be apply on this two countries data if we dont have any context filter >> each and individual record will check for all filters