I would suspect yes. My '04 EX has one. I dobut they'd leave this feature out on the lower model.

If it does, it's located behind the glove box. Open the glove box and push in the sides to release the door all the way. The cover plate is right behidn there. press the tabs on both side of the door to remove the cover. The filter will slide right out.

You typically need to change these every 10,000-30,000 miles depending on how dusty it is and how much you use the ventilation system.

Little more info than you needed.