* Water Separator/Fuel Filter (primary): This is usually located on the frame rail, closer to the fuel tank. It's the larger of the two filters.
* Secondary Fuel Filter: This one is also typically mounted on the frame rail, but it's usually closer to the engine than the primary filter.
Neither is directly *on* the fuel tank itself, but the primary filter will be significantly closer to the tank than the secondary filter. You'll likely find them both on the driver's side frame rail, somewhere between the tank and the engine.
To be absolutely certain of the location, consult your owner's manual or a repair manual specific to your F-250's year and engine. The location might vary slightly depending on the model year.