Hi, welcome to Just Answer.
Below is the procedure to replace the fuel filter...
Fuel Filter, Assembly Overview NOTE:
Fuel Filter Location:
What is your engine size? And does your fuel filter look like the one below?
On the 2.0L Diesel engine, that filter IS on the driver's side of the engine compartment...just follow the fuel lines to it, in the picture with the large black arrow...it's in that general area, a little closer to the firewall than that illustration dipicts. If your still having difficulty finding it, may be you can upload a pic of the area, and I can point it out to you?