The filter is not serviceable, at least not without removing the trans and doing a trans teardown.
The simple way to do a trans service is to undo the drain plug at the bottom of the trans and drain out close to 4 of the 10 quarts that the trans holds, refill, drive the car around the block and then repeat. Most of the time this is more than satisfactory. A third time will get you closer to a 100% fluid change.
A more thorough way is to do the "hose in a bucket" flush. I'll describe the method.
Find a bucket. Plastic pail is fine. It helps to calibrate the bucket, but it is not essential. Calibrate by filling the bucket one quart at a time with a measured quart container and mark the bucket.
Obtain about 6 feet of 3/8" clear plastic hose from a hardware store.
Find where the trans cooler lines attach to the radiator. Remove one. Have an assistant tickle the ignition (run the engine very briefly) to determine the flow direction. Attach the hose and drop it into the bucket so that the fluid flows into the bucket. Pull the transmission dipstick and insert a transmission funnel. Depending on how dirty the fluid is, have 10 to 12 quarts of trans fluid at hand. Have your assistant start the car and observe the fluid flow. Add fluid at about the same rate as it moves into the bucket. If it gets ahead of you, shut the engine off and catch up (one or two quarts ahead isn't a problem). Continue until the fluid coming out is as pristine as the fluid going in. If what you add matches what gets into the bucket, you may not need to do any toping off. When finished with the flush (color is pristine), shut the engine off, reattach the line. Start the engine and confirm no leaks where you had the line off. Check fluid level and confirm that it is at the proper level. Road test.
If you feel you need to add a filter, there are dedicated filters that can be installed in line. Magnifine (I think that's the name) makes a good one. It looks similar to a fuel filter, but is specifically made for an automatic transmission. Perma-Cool and B&M make kits that allow you to use a regular oil filter as a trans filter, but you will have a hard time finding a place to mount it.
Have fun.