You should always change your oil filter along with your oil when you change your engine oil.
So you should change the oil and oil filter every 3,000 miles or every 3 months whichever comes first depending on how often you drive your vehicle.
Always change out the oil filter when you change the oil because the oil filter could be clogged up and could cause problems when you replace the oil with new oil and cause the oil to not flow through the engine properly.