yes
Check or change transmission fluid and filter
It has a permanent filter that is changed when you have the fluid changed.
Change the oil filter every time you change the oil.
According to the 2002 Ford Windstar Owner Guide : With engine oil filter change ( 5.0 quarts )
4.5 quarts ( 4.3 liters ) with engine oil filter change
check your fuel filter the flow of fuel only goes one way there should be an arrow showing the direction of fuel make sure it points toward the front of the vehicle No, you don't have to change the fuel line. Are you sure the fuel filter is installed correctly? (The proper direction). Maybe your fuel injectors are clogged??? (Mine were on my '96 Windstar!)
take the trans pan off remove filter
On a 2000 Ford Windstar : There are ( 3 or 4 filters ) It may be equipped with a cabin air filter For the engine there is the air filter , oil filter , fuel filter
Since you have to drop the pan in order to change the filter, follow the instructions in the "Related Question" below...
It is unlikely that the fuel filter would cause the higher fuel consumption. After quite a few years of non-service, a good tuneup would be most beneficial.
It does not have one
Chilton's recommends 30,000 mile replacement - 15K under severe conditions