Water in the fuel is dealt with by the fuel filter. It's usually located near the engine, but the exact location varies slightly depending on the year and specific model of your truck. Consult your owner's manual for the precise location, and it will likely be clearly labeled.
Water in the engine cooling system is dealt with through the radiator and coolant. There's no filter to remove it; instead, the system is designed to prevent water from accumulating in harmful quantities. If you suspect excessive water in the cooling system, it's a much more serious issue requiring professional diagnosis.
