Where is the filter?

Found what appears to be an old Air Conditioner filter in the bottom of the furnace. there is no filter area in the return ductwork.

A lot of the older furnace manufacturers didn’t have the so-called “add on” filter boxes.
Their furnaces came with that spring type holder you see in the picture,
and a short piece of sheet metal tab to “suggest” where the filter resides.
They intended that a simple replaceable filter be installed just prior to the blower mechanism, and I’ve seen many a furnace like that.
This looks like a washable, foam filter being used here to me. (talk about cheapskates…)
Typical filter sizes for that area are 1" by X, and can be purchased for replacement at any big box store…