I moved into a new house and can't see where the filter goes on the heater. There is a Honeywell Air Cleaner next to the heater. Any suggestions?

If it is a brand new house call the installer or builder and find out where it is. Usually the filter is located somewhere in the return air duct near the furnace or if the return air has a large grill it can be in there also. Sometimes it can even be in the furnace blower area.