I am forwarding my Hotmail account's email to my Gmail account, and it's working fine.
Does anyone know to add filters like Gmail does?
For example: like when it forward the email to any other services it should be marked as read ...
Go to the "Options" menu, select "More Options," then under "Customizing Hotmail" select "Rules for Sorting New Messages." You can then set rules for emails to forward, organize, delete and a couple more options. EDIT: It seems like the rules are rather limited, so you may be limited to 1 rule per condition. Ie. if you forward emails from a certain recipient then you can't also copy those emails to a folder.
From the second part of your question it sounds like this isn't exactly what you want(in fact you may be doing this already to forward your emails). You may want to actually manage your hotmail from GMAIL, in which case you want to go to your GMAIL "Settings", "Accounts," and pick "Add a Mail Account You Own." Then use your hotmail account settings & the Hotmail POP settings to finish the setup.