Socal,
There is an oiled air filter in the filter box under the engine shroud and then there is a pre-filter located behind the drivers seat. Just remove the little access panel labeled filter behind the seat. That filter is not an oiled unit. Just blow it out.
Don't use gasoline or hot water for cleaning your filters, those will cause the pores in the filter to expand and will allow fine silt dust through. Instead, use a good filter cleaner from either AC, Bel-Ray, PJ1 or such. Then re-coat it with filter oil, not motor oil.
Intervals depends on your riding conditions. Riding in low dust environments will require less filter cleaning than if you ride in extremely dusty conditions. When I ride for a couple days out in the desert, I usually will carry an extra oiled filter in a ziplock bag so I can change it out and not have to worry about cleaning it till I get home.
You do need to check your filter each day when you go out to ride or every 8 hours or so ( 4 hours if really dusty).
Since my machine has lowered seats and the mid-roll cage v support has been removed, I've rotated my air inlet and the pre0filter to a straight up position. That way the air inlet is riding up higher, in cleaner and fresher air.
Look at the photo, in between the driver's and passenger's seats. You can see the pre-filter sticking up in front of the spare tire.
As for oil changes, follow your owners manual, but if you ride in extremely dusty conditions or race your machine, more frequent changes are a good idea. Run synthetic oil as that is what your machine came with, it does a great job of taking care of your engine.
Hope this helps you.