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Now. The A/C filter is inside the glove box. Do a search for how to access it. It is easy to change, be sure to place the A/C on recirculate before doing it as it opens a lever so you can get to it. It should be checked around every 10 - 15 thousand miles, depending on how dusty or dirty the air is in your area.
The engine air filter is under the hood and should also be checked and probably changed at this time. Again, search for how to do it if unsure.
As stated very easy to change. I replace mine once a year about 15,000 miles. At six months, I take it out and vacuum and spray with Lysol. At six months it has a lot of debris especially after fall leaf season and spring pollen season.