Where does filter go in an RPJ COMFORTMAKER.I can't seem to find where it would fit

The filter should be located near the furnace in the return ductwork. Or, you may have return filter grills, in which case the filter is lacated directly behind the return grill. If you can't find any filters, or filter locations, it would be wise to call in a heating pro to look the system over, and if need be, install a filter housing for you.