On the Diesel, yes. On M271 petrol cars the fuel filter is under the car behind a cowling, so a little more involving (but still doable). On M274 petrol it is inside the fuel tank.
It necesarry change it is service maintenance.
Just imagine if you have small children who wears pampers and pee and poo on it. Time to time need to change.
So in car engine it is similar situation if you not change oil, filters you will damage or destroy engine. it will be very expensive. Thousands in labor and parts.
If you have diesel engine like C200 cdi. You if you have tools you can change oil and filters by your self.
Link to youtube video.