There are two slots, one on top of the other in the front of the unit, into both of which a filter 20" by 20" filter fits. The top one has a removable cover, the lower one is open. Into which one do I put the filter?

I would think there should be 2 covers. Put the cover on one of the slots. Turn on the air handler fan. Are you getting air sucked into the open slot? If so, it needs a cover. Might have been designed for 2 filters.