I have taken the case off the heater/ac under the dash on the right side , but I do not see where a filter goes.

My boyfriend is an oil lube tech and he says that if it does have one it is under the kick plate under the glove box on the passenger side, so if yo have checked already then it probably does not have one.

Yes, there is a filter (2). Inside behind an access door (1) held in place by a screw.
Attachment 31838