I agree with syclone. Water changes would be a start. 25% at a time, with a few days inbetween. Once you've got reasonably clear water, do around 20-25% at least every other week, preferrably every week.
As to what filter you need, you need one that can cope with the large amount of waste these fishes are creating - a decent external canister filter would be the ideal solution - Eheim 2026 or 2028 comes to mind [it's hard for me to determine the size of the tank from the pictures, so I'm not sure how large a filter you need]. There are other filters that are reasonable for the task, including less advanced models of Eheim filters, that are still up for the job - just less practical and harder work to maintain for the life of them.
A bigger tank is definitely needed for all occupants [except perhaps the pleco, if it's NOT a common variety - if it is a common, it will probably be the biggest fish in the tank in short time...]