Your best bet would be to go to an auto parts store and they will show you where it is, and they may even put it in for you.
PS. Try this link...
http://wiki.answers.com/Q/How_do_you_change_the_air_filter_on_a_Ford_Escape&alreadyAsked=1&rtitle=How_do_you_change_air_filter
hope this helps and good luck