Warm air system - no place for filter.

I took an HVAC course (night school). I eventually hired the instructor to install a new warm air furnace system. BIG MISTAKE

My thermostat started blinking "change filter". Checked furnace - not only is there no filter - there is no place to put one..... My basement floods so he suspended the furnace from the joists. I've been over the entire furnace there is None.....so now I need to figure out how to fix this....

I've contacted several plumbers - none have kept the appointments....I'm afraid of what the dust is doing to my furnace

Any suggestions???

Oh and if I could find a decent HVAC guy in the Wilkes-Barre, PA area - I'd be thrilled.

I'm comfortable with remodeling - not so much with furnaces

 

Are they in the return air vents?
You did not share the make and model, and no pictures.