To be more specific:
1. Open the hood.
2. Look for a black rectangular box with a large air intake hose connected to it. This is the air filter housing.
3. The air filter itself is inside the housing. You may need to remove a few clips or latches to access it.
Note: The exact location and appearance of the air filter housing may vary slightly depending on the specific model of the Lexus RX 330. If you are unsure, it is best to consult the owner's manual or a reputable automotive repair manual.