To my knowledge, none of the Keystone brands have a 'built-in' water filter system.
On Edit: Oooops sorry - I stand corrected - apparently some have them.
I quickly skimmed the Montana features & options, but didn't see it listed.
http://www.keystonerv.com/montana/#/features
As an added note - the Keystone Owners Manual is fairly non-specific... any added/special features
on your particular RV would most likely have separate manuals from that manufacturer.
Hope this helps,
Terri, the Chevy co-pilot