The best fume guns capture up to 95% of weld fumes when used properly. In most situations, additional air filtration will not be necessary to protect welders. However, the presence of residual fumes coming off of hot seams means that an ambient capture system is often a helpful accompaniment to a fume gun.
The answer to the question turns into a firm “yes” when a welder is working in a confined space, however. In this situation, any residual fumes will accumulate and overly expose a welder. Ventilating the space or outfitting the welder with personal protective equipment (PPE) is necessary.