Diagnosis
You're right, it's not obvious. The filter is behind the front grille, which is a single piece that snaps on and off. It catches dust before it hits the important (and hard-to-clean) coils inside.
How to Fix It
1) Make sure the unit is off and unplugged. 2) Stand in front of it. Grab the grille at the bottom corners with both hands. 3) Pull straight towards you firmly. It's held by plastic clips, so it will pop off. 4) The gray foam filter is right behind it. Pull it out, rinse it under lukewarm water until the water runs clear, squeeze (don't wring) out excess water, and let it air dry completely before putting it back.
If That Didn't Work
If the grille feels stuck, don't force it. Check if there are any visible screws along the sides (some models have one or two). If so, remove them with a screwdriver first, then try pulling.
Heads Up
Never run the dehumidifier without the filter. It'll clog the coils with dust in a matter of weeks, killing its efficiency and leading to freezing or compressor failure. A clean filter every few weeks is the best maintenance you can do.