Under the rear passenger side - adjacent the fuel filler. (LHD)
You need to get under the car.
There is a plastic cover that needs to be removed.
There are two electric fuel pumps, the fuel filter and the fuel accumulator.
The fuel filter is the fatter "silver" coloured unit. (or the same as the replacement unit you have bought).
Simple matter to change it out.
Don't forget to change the copper crush washers that come with the new filter.

If you get under the car don't forget to use ether ramps or solid stands. Use eye goggles to prevent fuel splash in your eyes.