Where exactly is the filter on a Ducane Gas Furnace

You might look in the blower door on the furnace or in the duct attached to the return air. There is no set location for a filter and some of them can also be located in the main return air filter grill housing.

Exactly right hvac. Hard to say where the installer located the filter grill. If they didn't install one, then there should be a place in the blower compartment that will hold the filter.