As Sourdough mentioned, that filter has push connections.
That is probably a simple carbon water filter with quick connect push connection fittings.
To disconnect, push the outer most ring in until it makes contact with the rest of the fitting, hold that moveable ring down and pull the tubing out of the fitting.
Try FiltersFast.com or Amazon for replacements, don't worry about matching the model being removed, unless it is a specialty filter, the rest are nearly all the same.
A threaded version would require getting a couple of Watts push connect fittings. Remember to use a couple of wraps of teflon tape on the threads.
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