Break your question down by sections ...
"I've had my water tested yesterday before I bought six small fishes"..
Setting up an aquarium needs an understanding ot the nitrification cycle http://www.theoscarspot.com/viewtopic.php?f=26&t=2091 . You can set an aquarium up for months but if you don't do something to cycle the tank,and keep the necessary bacteria fed in the meantime,you will always show "ready for fish" and won't actually start cycling until fish are in the tank.
"I'm using the petco 6.6 gallon tank" and "two black molly, two silver molly and two other colorful fish(I don't know wt kind they are)"...
Too many fish at once,too many fish at once to that small of volume, and buying unknown fish... also adding fish to an uncycled tank..
"I guess I overfed them yesterday as I pour too much of the flakes."...
Fish usually don't require feeding the first day ... it is better to let them "settle in" first as they are more likely to eat,and eat more.Never "pour" food ... more likely to overfeed (or have a mishap)... feed only measured amounts.
"So this morning the water looks pretty cloudy to me and I check the filter, there isn't much of the wastes and dirt in it. " ....
"Cloudy" goes to being not fully cycled,too many fish at once and in a small volume ... it is a combination of dissolved food and a bacterial bloom as bacteria are feeding on waste in the water column.
Mechanical filtration (catching solid waste particles) is only a small part of what a filter does ... its main job is catching waste you DON'T see and converting it to less toxic compounds/elements like nitrate.It is home to over 90% of the beneficial bacteria in an aquarium.
"Should I wait for a week to change the water(I just put the fishes in yesterday) or change it now?"...
Yes... and around 25% daily until you are through this.This won't affect the cycling process because of the amount of waste being produced in such a small volume.
"how do I know if my filter is working properly?"....
Simplest is home testing of your water quality using a Drop-style test kit (more accurate).As long as you see a steady change (while cycling) from ammonia to nitrite readings,it is working ... and later of nitrite to nitrate (still working)... to eventually NO ammonia/nitrite and only nitrate (working fine).
Be aware though that if you are still getting ammonia readings when you ARE getting nitrate readings that the filter is still doing its job but is probably undersized for the fish load versus the tank volume.The presence of ammonia with a nitrate reading is usually always either overfeeding,overstocking,or underfiltration ... and appropriate steps have to be taken with each issue to make the tank "work out" to have great water quality with simple water changes on a routine schedule.