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If your Hyundai is equipped, it should be located, below & to the left of the Thermostat housing.
Here is the proceedure to replace (.pdf)
click belowTRANS FILTER
To chgeck if yours is equipped, here is the date cutoff for the Filter to be installed internal:
REPLACEMENT 2001 Hyundai Truck Santa Fe V6-2.7L DOHC MFI Fluid Filter - A/T: Technical Service Bulletins A/T - External Filter DeletionGroup: TRANSAXLE Number: 01-40-007Date: APRIL, 2001Model: 2001 ELANTRA, SONATA, SANTA FE & XG300Subject:2001 ELANTRA, SONATA, SANTA FE AND XG300 AUTOMATIC TRANSAXLE EXTERNAL OIL FILTER DELETEDDESCRIPTION:Hyundai has deleted the external oil filter (P/N 46322-39000) on all Elantra, Sonata, Santa Fe and XG300 transaxies effective with the production dates listed below. These transaxies are equipped with an internal oil filter that needs to be changed only during transaxle overhaul.