The water filter is housed next to the pump.  See this picture for the basics:


Things to know:

  1. Make sure you close the valve before working on it, or you’ll get sprayed in the face.
  2. Strap wrench located under kitchen sink.
  3. Filters are also under the kitchen sink.
  4. When tightening casing, don’t over-tighten.  If it’s leaking, just check the black rubber O ring inside, it can come loose in there.