Do I have to change Car's A/C filer? and When?

Your car does not have an A/C filter. A/C systems are "sealed" systems, which mean that they require no maintinance unless you have a leak. What your car may have is what's known as a "Cabin Air Filter" and, all that does is filter out the impurities in the interior air of the car. These should be changed every 30K miles if your car has one. Check your owners manual, and it will tell you if it has one, and, the exact milage it should be changed at.