Look in the MAINTENANCE section of the owners manual...or Air Filter - Engine. Should be a pic of the location. On our 07 its at the LF corner of the engine bay. This could vary if you are in a different market (eg, different engine)
Once you have accessed the filter, look at the color of the pleats. If it is dark out to the edges, it's ready to be replaced. If the original color is still evident on 20% of the pleats, you could leave it in place.
On USA Fits, the Maintenance Minder will tell you when to change it. Note, however, that this is for average conditions. Around here they spread lots of road salt (dust!) during the winter so I check mine every spring. Our car had about 30K miles on it when I replaced it.

Your car probably spend a lot of time idling in NYC traffic I bet.