They only work if the reflection (or other light) is plane polarised, and
you have to find what orientation the polarisation is by rotating the filter
in its holder, and observing the effect - preferably on the camera, see
below.  The light from a blue sky is polarised so reflections in car
windscreens may disappear (if you're lucky), but the light from clouds isn't
and you'll see hardly any effect.  Also, light reflecting off water is
polarised at certain angles (- do a Google for  "Brewster angle") and
setting your polariser at the correct angle will help you see below the
surface of some ponds.
(If you try observing the effect of the filter when off the camera, be aware
that CP filters are direction sensitive, and will show no effect if you hold
them up to your eye the wrong way round.)
HTH

Two things to note about polarizer filters: Firstly, they rotate, the effect
of the filter will vary from zero to max depending on the rotation. Second,
when it comes to cutting reflections from glass or water (or anything else
for that matter) the filter is only really effective at a fairly shallow
angle to the reflecting surface, something like 35 degrees. Move away from
this optimal angle, and the effect of the filter will very rapidly decrease
to zero.

So, you must be at the optimal angle to glass or water surface, AND the
filter must be rotated to its optimal position. Given these two
prerequisites, a polarizer can be surprisingly effective at removing
reflections.