Not on all of them, it's worth checking. My 61 plate Trophy has an underside mounted fuel filter inline.
I've not looked up the official schedule but we say every 2yrs or major service on vehicles with them and it's not like they're expensive or tricky to change. If you leave it then that's your call but they eventually become porous and leak like they did on the Mk1 Clio and Mk1 Megane Coupe 16v