It is call microfilter, the filter is inside, sit just in front of the cooling coil, you have to open the housing cover (near driver foot pedal) to see it. And for your info, the filter is not cheap.., about RM130 if I not mistaken.
ktteoh, you need to open all of the trim on the driver's side.
- Look at the area above the transmission near the firewall. You should be able to see a yellowish plastic cover with one screw at the bottom and one plastic locking mechanism at the top. The screw is a torx screw so you need a torx screwdriver to open.
- Open the plastic lock and the torx screw and remove the cover. The filter should be right there, if it is not then it probably has been removed before.
Just to inform those that are thinking of changing their microfilter. You need to get the one which can slide in the middle as the access point is on the RHS. On LHD models this is not an issue as you only need to remove the glove box to replace the filter but on RHD cars the steering rod gets in the way and the normal microfilter replacement will not fit (don't ask me how I know..... ).