Do you live somewhere without a basement, like in the south or in a condo? No problem. A common spot is the garage. If your main water line comes through the garage wall, you can install the filter right there. It keeps the mess and the tools contained.
Another option is an exterior wall of your house, but you’ll want to wrap it in insulation or buy a special freeze-proof model. Nobody wants a frozen filter that cracks and turns your front yard into a slip-n-slide in January. Trust me, that’s a wet and cold lesson you only learn once.