I have a 87 and a 95 station wagons. The 87 does not have and the 95 has the dust filter. The dust filter is accesible without removing all the cowlings and stuff. If it is there, you can not miss it. You can change it by removing the drivers side leaf screen and pulling it out. If someone had removed it before, it would be difficult to tell where it goes.

Take a look at the cowlings that fits directly below the leaf screen. THe drivers side would have a plastic clip that is on a plastic hinge. If it does not have the clip then you do not have the filter. Taking a look at the photo, it appears that you do not have the filter. It slides in between the air temp sense and the blower cowling.

Henry

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63 190d (sold)
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69 280SL (sold)
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86 190E-16v (Demised at Laguna Seca Turn 9)
87 300SDL (sold)
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2013 GLK 250 Bluetek 4MATIC 295k