It's possible that a previous owner added one as an aftermarket modification. If so, its location could vary widely depending on where they chose to install it. Common aftermarket locations might include behind the glove box or under the dash, but there's no guarantee.
To find out if yours has one, and where it is:
* Check your owner's manual: This is the best place to start, even though the likelihood of finding information about a cabin air filter is low given it wasn't standard.
* Look behind the glove box: Carefully remove the glove box (usually just involves some clips) and check the area behind it.
* Inspect the area under the dash: This can be tricky without a service manual, as accessing this area may require removing various components.
If you can't find one, it's very likely your 1996 Suburban never had a factory-installed cabin air filter.