Yes, your unit has an air filter, that should be removed and cleaned at least once every two weeks, while in operation, The filter is located behind the louvers on the front of the unit. To access and remove it, remove the water bucket and just inside the bucket holder at the top of the opening, you will see a tab type of handle. This handle is part of the filter frame. Pull that down and out and the filter will come with it. Back flush the filter with clear warm water. Dry it thoroughly, before reinstalling it in the unit. Never operate the dehumidifier without the filter installed.
To assist you further, in case you have misplaced your Owner's Manual, I have included a link to the Manual for your model. You can download and print the manual for future reference.
http://manuals.frigidaire.com/prodinfo_pdf/Edison/2020266a0180en.pdfHope this helped you. Please let me know. Thanks.