Some riders put a lot of time and effort into installing an inline fuel filter on their machine. Most quads already have a fuel filter in the petcock, though, and adding another one is overkill. The amount of dirt that can enter your ATV’s engine through the fuel line is minimal, and if you’re buying good fuel (like you should be) the chances of sediment clogging jets up is small.
The chances of sediment from your fuel causing any engine damage is nothing compared to the reality of a poorly maintained air filter. A damaged or dirty air filter can let large chunks of debris pass into the engine, which could be catastrophic. In other words, check the air filter often and clean it when it looks even a little dirty!