i believe it pulls air from outside through the cowl just under your windshield, i suspect this because i had some long pine needles work their way in there into the blower fan and they made noise on the fan blades.
there's probably just a screen or something no actual filter or anything
2003 3.8L V6 4R70W
Windstar Upper Intake with cool-air intake, MAC LT headers, BBK O/R H-pipe, and flow 40s, SCT tuner, FRPP Alum. D/S, 3.73 gears, Auburn HP limited slip, and Team Z LCAs, Eibach sway bars.
Best 1/4 time: 15.036 @90.92mph, 2.148 60'