Most VAG diesel models the fuel pump is in the fuel tank Access is normally gained from under the rear seats.
CHECK UNDER REAR SEAT PASSENGERS SIDE
No.
Go here for pictures and a good description on how to do the work yourself. http://nofreerides.blogspot.com/2006/07/20055-a5-jetta-tdi-fuel-filter-change.html
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Yes
Mexico.
corner on the right kind of near the headlight assembly. it has several ports that comes out of it. it is actually a cartridge type filter. so there are also some screws on top of it
yes