The fuel filter is located in the rear underneath the vehicle, in the area of the fuel tank. If you follow the fuel line back from the engine it will lead directly to it.
The fuel system on this car is pressurized; if you remove the fuel filter without depressurizing it, fuel will spray out possibly causing injury or starting a fire. To depressurize the system, locate and remove the fuel pump relay, fuel pump fuse, or unplug the electrical connector to the pump at the fuel tank; then start the car and allow it to run untill it stalls from lack of fuel.
The service manual says to disconnect the battery cable at this point for safety reasons.
Replacing the filter itself is pretty straightforward; you will either see a threaded line to unscrew, or a plastic clip to remove, or both. If the filter can be installed either direction, look on the side for an arrow indicating direction of fuel flow; point the arrow towards the front of the vehicle when installing the filter.
After replacement, reconnect everything, start the car, and check for leaks.