Good Day

I smell dust coming from the a/c ventilation when the fan runs.
Could any body guide me how to clean or replace the filter, and where is it located.
How often should be changed

My 97 dodge GC doesn't have a filter, I doubt that your 96 does either.
You may want to clean out the evaporator. Remove the glovebox door and you should see a rubber keystone shaped access port. Pry that rubber piece out and you'll be able to see the evaporator...spray it down with a good all purpose cleaner/degreaser (fantastik, simple green etc.).. and then rinse it off with clear water.

Before you start, you might want to check and make sure that the drain for the evaporator is open...it's a small hose that comes through the fire wall near the power steering pump. If it's blocked up all the water and spray might cause a mess. If it is blocked even partially, condensation won't be able to drain easily if at all and will build up and give off a moldy odor.
Spit