I was told by everyone to use OEM fitlers, honda, subaru, VW, Ford, Toyota guys.... they all said the same to me use OEM oil filters you can't go wrong. Those are the best quality over those Fram and others.
As for the location. It's directly above your oil pan look up and you should see it there... it's about 1/2 way from the oil pan to your head of your engine. If you haven't changed your oil filter yet it should be a white filter from Japan. Otherwise if your dealer did it, it will be blue.
Hope this helps.
BTW if you get a fitted plastic cap to remove your filter, and still have the OEM from Japan... good luck they are high capacity filters and are larger in size then the replacements from Mazda.
Jc