I have the V6 CAI but I'm sure it's the same as I4 CAI, just the piping is smaller.
Looks like
The filter is at the end of the pipe behind the foglights area.
I have driven without splash guards (because I am too low and its the first thing that scrapes over speedbumps) for 2 years now, went up to snowing mountains and through southern cali desert heat and it's been good to.
As for the HP gain, I can feel a little extra power on the freeway, but in local, not that much. It's supposed to give high end power anyway.
Its coupled with the TRD catback exhaust and sounds great!