How can I change the fuel filter in my Hyundai

You simply locate where it's installed. Loosen and remove fuel hose clamps first. Plug any fuel hose ends with bolts of appropriate sizes. Remove the bolts and nuts holding the filter to the engine.
Replace filter with new one, and bolt to the frame. Connect back the hoses. Hint: its good practice to disconnect the negative post of the battery before starting this job.

If it's a US Santa Fe... there isn't one! (not kidding)

If this is a UK spec Santa Fe CRTD then the fuel filter is on the bulkhead on the passenger side under the bonnet. The holding bracket has to be removed.It is then a straight swop. There is a water trap at the bottom of the filter. It is only slightly difficult to get at, but nothing to worry about.
When I had to change mine I did not have to blok any pipes as when the motor is not running then no fuel is being pumped to the filter, Yes a small amount of fuel did come out but that was only the fuel in the pipe from the pump to the filter.
The aftermarket filter is about half the size of the ori filter.