You have probably figured out by now but the air box is under the tank. You must remove the tank to change it. You can see a part of it if you remove the instrument cluster through the small hole. I don't think you can see it anywhere else without removing the tank.
My Stratoliner still has the stock filter. Some remove the cover and install a K&N with washers leaving off the top. Some install a kit that adds two filters. These add noise and reduce mileage. I stuck with stock, I'm happy with the performance.