I don't blame you for missing the filter's location because it's not your typical oil filter. The oil filter is located at the lower front of the engine. The car uses a replaceable filter element that fits into the cap you'll see when you look at the front of the engine. You have to access the oil filter location from the bottom of the car and you may have to remove the splash shield.
I change my oil every 3500 miles but it depends on driving conditions. I've seen other cars that have recommended oil change intervals of 5000 to 6000 miles.
