A water filter would be an add-on by a previous owner or remotely possible that it was an installed option when purchased new. They were not a standard feature.
The only way to know if your trailer has a water filter is to inspect the entire water system. The filter would have to be in an accessible location to change the cartridge. If it is a whole trailer filter, it will likely be somewhere after the pump and the city water inlet. If it is a drinking water only filter, it would likely be under the kitchen sink somewhere.
'12 F250 4x4 Super Duty PowerStroke 6.7 diesel
2011 to present: '11 Cougar 326MKS
1999 to 2011: '99 Sunline T-2453
Amateur Radio kd2iat monitoring 146.52