The Lennox Healthy climate HCC14-23 Healthy Climate True Fit HC 16 filter cabinet does NOT come with a filter, you will need to order that seperately. Here are the recommended filters for the Lennox Healthy Climate HCC14-23 Healthy Climate True Fit HC16 filter cabinet:

Lennox MERV 16 filter media as well as some MERV 10 filter options as well.
The Lennox X7935 MERV 16 filter is a suitable replacement for this Lennox HCC14-23 cabinet, as is the Lennox X0585 MERV 10 filter.
There are also "expandable" pop-up filter kits available such as the Lennox X8308 MERV 16 filter and the Lennox X8305 MERV 10 filter.