This is your circuit:
No matter what you do with those capacitors, the current between IN and OUT is limited by those two 1.5k ohm resistors.
If I assume you have 5V going in to IN, then the cannot get more than 1.67mA. That 2/1000 of an ampere.
A motor will need any where from a couple of hundred mA (for a small DC hobby motor) to several amperes (for an AC universal motor like you might find in a kitchen mixer) to hundreds of amperes for a large industrial motor.
If you try to drive the transformer from a wall wart with this, then you will have similar problems. The impedance (sort of like resistance, but it applies to inductors and capacitors) of a typical transformer is so low that it will take much more current than you can get through your filter.
This ignores the fact that your signal generator cannot drive a motor or transformer even if you leave out your filter.
If you connected the motor straight to the signal generator, the motor wouldn't turn.
Also, note how I've drawn the ground connections. That is how you should connect the motor or transformer so that you have a complete circuit.
One last thing:
Those little resistors are rated for 0.25 watt. At 5V, you are only allowed to push 50mA through them. More than that and they will burn up.