Yeah they can! I did wear those masks. There also very stylish. They can cost around 3 to 5 kuai depending on where you get them. Usually they will cost 5 kuai. It also keeps your face warm besides protecting yourself from the pollution.

For a pollution mask to properly work, it must be at least of good quality, with a charcoal impregnated cloth liner, and capable of stopping particles that normally hair inside the nose will not trap, and pollutant gases.  It must also have a tight fit around the face, particulary on the nore bridge and under the eyes area.  Otherwise you are wasting your time and money.

And in my opinion, those normally used in China, that sell for around 5 yuan or so, will only give you piece of mind and nothing else. 

Please bear in mind that :
As an example, the masks I am looking at (made in UK),  filter 99% of particles 1-2.5microns in size.

As a comparison:

Car/Auto exhaust 1-150um
Combustion related Carbon Monoxide from motor vehicles, wood burning, open burning industrial processes >2.5um
Spores 3-40um
Mold 3-12um
Mold spores 10-30um
Bacteria .3-60um

and particulates just get larger from there.

A mask to filter out simple particles would be easy to use, but you'd have problems finding one that filters out polluting gases and also allow a person to breath freely. Nitrogen oxides, sulfur oxides, ozone, are the main problem gases here in China, typically from vehicle exhaust, but air pollution regulations and controls enacted over the past have not really minimized them. Personnaly I see no need to wear a mask, except when riding in cold weather to protect from the cold air, since it is my opinion that those masks available locally are not good enough to stop pollution in the air.