The fuel filter is bolted to the frame rail roughly between and below the battery and intake manifold. It is the cylinder shaped object with a fuel line at each end.
On early model Sportages the fuel filter had flared fittings with a compression nut. A standard wrench can be used as long as you are careful.
Later model Sportages have "push on" fittings which can be a pain to remove. You depress the tab on the fitting and push towards the filter and the fuel line will pop off. You can use an adjustable wrench to depress the fitting but be careful or you'll damage it.
Regardless of the type of filter used you must relieve the fuel pressure first. The fuel system is under at least 40 pounds pressure which can be dangerous. The best way to do this is to disconnect the fuel pump while the engine is idling. Under the rear seat there is an access panel to the fuel pump wiring harness. Disconnect that harness while the engine is idling and let it stall.