If the radio has RTTY as a mode, as does the TS-940 for example, it means (1) there is an input on the back where you put in a baseband signal and FSK comes out the antenna, and (2) for receiving it will use a narrow filter and center the filter up around 2.2 KHz. (By "baseband" I mean the actualy RTTY signal at 45.45 baud, as would come out of a Teletype keyboard.) In the case of the TS-940 and other radios there is a misfeature that in SSB mode you can't get the narrow filter switched in; you have to use RTTY or CW mode to get the narrow filter.
The main reason you want the narrow filter is to suppress strong signals that are in the IF passband of the radio but not in the middle of the signal you are trying to receive. Such signals will affect the gain of the receiver through AGC action, so that the level of the desired signal goes up and down as those off-channel signals come and go. So you want the narrow filter to have the AGC focus on the signal you are trying to receive. The reason the receiver puts the filter up at 2.2 KHz in the FSK mode is that in olden days FSK signals were translated to audio, originally at 2125 and 2975 Hz, later changed to 2125 and 2295 when 170 Hz shift came into use. So if you were using a typical RTTY terminal unit for receiving its input frequency range would be up there. Jim W6JVE