It's often a cylindrical canister-type filter and may be easily visible, or it might be somewhat tucked away. You'll likely need to consult your owner's manual for the precise location and specific instructions for filter replacement. The manual will have diagrams that will clearly show you where it is. A repair manual (like a Haynes or Chilton manual) will also be very helpful.
If you can't find it easily using your owner's manual, searching online for "2008 Sprinter [engine type] fuel filter location" with images might help you visually identify it.