Dont know your van but,if its not on the outside where the pump goes in you could have an in line filter some times found in the inside where the pump hoses come through the wall under a bunk.Failing that some vans dont have a filter.
If you have a handbook it should tell you in there but we don't have a water filter in our caravan either as the manufacturer didn't install one on the 1999 Amara model we have. Our previous Coachman 1992 did have a water filter directly above the external water inlet but to be quite honest they are more trouble than they're worth especially in winter when trapped water is likely to freeze inside and cause damage to the housing which happened to ours. If you can't visually see a water filter just have a look at the cold water pipe feed under the seat and under the kitchen sink to see if there is an in-line filter fitted.