Welcome to the forum from Ontario, Canada.
The factory usually installs the water filter close to the water pump. If you can find the water pump you should be able to see the filter housing if its still there. A previous owner may have removed the filter housing and either used nothing or an external filter. The filter housing installed in 2006 was probably the old style Water Pur CCI-10-CLW that worked fine but often was installed in a very hard to reach location.
2019 Rockwood Signature 8290BS, Reese Revolution pinbox and B&W Patriot 18K hitch
2016 Ford F-250 XLT SuperCrew, 6.2L, 4x4, 6'9" bed, 3.73, w/ snow plow & camper pkgs.
2011 Rockwood Signature 8293SS (2015 - 2018)
2010 Rockwood Roo 23SS (2012 - 2014)