Where is the fuel filter located?

It has one but it is part of the fuel pump module in the tank and gets changed if you change out the pump assembly. It isn't a service item. The in-tank pump looks like the image with the filter in the lower section. If you are having fuel related issues the more common item is the high-pressure pump on the engine. Which version do you have the AWD or front wheel only? Different pumps and methods to change them, although both require the tank be removed first.