Look in the owners manual under use and care (maintnenance). Tthe owners manual will tell you how much oil is required with a filter change and where the filter is located. They sometimes include a picture of that location. You also want to use the recommended viscosity oil. DO NOT use a heavy weight oil if it calls for the usual 5W30.
Did you look at the rear part of the engine between the firewall and the engine block? The filter is normally on the lower part of the engine block below the manifold. Some of these filters are very difficult to see and you have to work from under the car to gain access.
Let me know....
I have been informaed that the filter is: The cobalt oil filter is a canister filter it is up right in front of the engine driver side toward radiator. big black screw on cap.
Mazda uses this type of configuration.
We missed each other, you were out changing the oil whan I posted the same thing you found out. We should be going forward with this stuff not backwards...