The filter would look like a very thick (several millimetres) piece of special glass, which is designed to absorb infra-red heat (ie. the radiant heat from the bulb which would otherwise be expected to pass through the optical system of the enlarger) and could well be between the condenser assembly and the negative stage. You could look to see if there is an empty bracket which looks as though it should have something in it, at this area of the enlarger.
A heat-filter is possibly one of those parts which may only be fitted to models above the lowest one (if the manufacturer made a low-price starter model for example), though every enlarger I have ever examined has had one. A glass neg carrier is also pretty important in maintaining the negative in one plane, as is a built-in way to zero the optical system alignment for the condensers, neg carrier and focus stage.