The Amazon page seems to indicate you have to buy some fragrance vaporizer oils to add to the water. They have Iris Lemon Grass Fragrances Vaporizer Oil and Iris Lavender Fragrance Vaporizer Oil listed, and maybe there are a bunch more.
My own two cents... It is either a piezoelectric / ultrasonic transducer humidifier type device with some aromas added that will permeate through the room and cover up the smell. [EDIT before I came up with the alternative explanation below I wrote... ] How in the world is it supposed to "capture" dust into it, as you are just drawing in air and adding the atomized water (due to the ultrasonic/piezo element) into it along with fragrance and blowing it out the other side.
I could understand removing dust and particles using an electostatic type filter, and then taking the output of that and humidifying it. But I see nothing of the sort with this cheap device. I have a few of these piezoelectric type in the kids rooms... they look cute and they break after a few years. Here is an example:
EDIT: Actually looking at the image from the Amazon site seems to suggest something else is going on.... Here is the image and it appears that air is being drawn into the central core, being pushed down and bubbles would then escape through the water and be pushed out the other side:
It appears that it pumps the air down into the water reservoir through that funnel in the middle (that has rotating arrows around it) and basically acts like a water-pipe "bong" type device (aka "hashish pipe"). It picks up some flavoring/fragrance from it and blows it out the other end. I wonder how loud this device would be and how much humidity it can pick up (and how much dust it can clean) with this method.