Considering I worked in a gas station for several years, do not EVER assume that the pump has a filter. None of our's did... and I highly doubt most do as it is an "un-needed" expense.
And, even the big name stations don't always have filter... the Sunoco's on the PA Turnpike sure don't, as I have gotten sand in my prefilter from them (and a Love's too)...
Some are located inside the dispenser's housing, while others are located external to the housing and readily visible.
steved