Hi, trying to find out where the filter is.
Trying to clear the filter light so I can get some heat

Thanks!

Follow your furnace air INTAKE vent, and some furnaces have the filter close to the unit wherever that may be whether attic, basement, or closet. Then reset thermostat after changing the filter. Might be worth a professional to check your system if you have gone a long time since doing any basic preventative maintenance, or filter changes until now.

See owners manual or download one online. I change filters at least twice a year before heating and air conditioning seasons.

The filter is in the air handler not the thermostat.