Your engine takes a spin-on oil filter that's located behind and below the air cleaner. Check Fastlane here for pictures of what it looks like or take a look at your engine bay.
To replace the filter, remove the air cleaner because it makes changing the filter easier. There are three nuts, two next to the engine and one near the street side fender. After you've removed the two nuts nearest the engine and loosened the other one, pop off the EGR hose from the air cleaner and pull up firmly on the air cleaner.
Once you've removed the air filter, carefully, clean and lube the ball and socket throttle linkages with either ATF fluid or HD silicon spray. DO NOT USE GREASE.
Unscrew the oil filter a few turns to let the oil drain out of it. If the car hasn't sat overnight, some oil may run out of the filter. Remove the old filter, lube the rubber ring on the new one with fresh oil and screw on hand tight and then turn it an additional 1/4 turn. You can also just tighten it to about 20 NM.
While you have the air cleaner off, open it up and clean out the inside and check the filter.
When reinstalling the air filter, spray HD sillicon on the rubber seal on the bottom and the EGR hose where it connects to the air cleaner. This will make it easier to get them off next time.
Again, your car uses a spin on filter.