On a 1995 Buick Regal, the fuel filter is located
in the fuel line, usually near the fuel tank, but not directly on it. It's not easily accessible and requires getting under the car. You'll likely need to consult a repair manual specific to your 1995 Buick Regal for the precise location. The manual will show a diagram and give detailed instructions.
Because of its location and the potential for fuel spillage, it's generally recommended to have a professional mechanic replace the fuel filter.