Dumb question time )

I'm about to change the oil in my 03 4.4i (1st time for me) and I notice that the remote oil filter is above the engine in the left hand front corner of the engine bay, correct? After putting in a new filter and doing the refill, the oil pump will clearly fill the oil filter canister with oil too, but what happens to the air in there? does it matter? is there a purge valve somewhere? should I fill the canister with oil too?

Thanks

David