You will have to plug the filter directly into the incoming BT line. However as I said this may not be easy. It is quite possible that the CCU is hard wired into the BT line in which case it is going to be somewhat difficult to insert the filter.
A very likely scenario is that the incoming BT lines are terminated on an IDC connection block. The lines in and out of the CCU may also be terminated on a similar block. Then a twisted pair jumper wire run between the incoming BT circuit and the line in on the CCU block.
That would make it a bit harder to wire in a standard microfilter. I haven't seen a microfilter with wires to terminate the phone side to IDC blocks which would make the job far easier. A potential solution might be to buy a filtered socket such as this from Solwise
http://www.solwise.co.uk/adsl_splitters.htm
The one on the extreme right, ADSL-FFP85D.
Wire the incoming BT circuit to this and use the internal extension connections to wire out to the CCU. Also gives you a nifty test socket on the incomming BT line.
Otherwise you have to hope BT terminated the line on a socket of some kind and whoever installed the phone system used a plug to connect up the CCU. If they used a NTE5 style socket with the removeable lower section of the front panel then you could use the ADSL-NTEFACE product from Solwise to wire it up.
What you will not be able to do is wire the ADSL up to an extension. For a kick off the extension will only be connected to the incomming BT line when it is making an external call. And it is very unlikely the ADSL signal would survive passage through the CCU anyway.
If you want to unwire an extension from the CCU then that may be possible. Again it all depends on how the system is wired up. If it all on IDC blocks then it is very easy. However just be aware that some PBX/Extension systems use non standard phone instruments and wiring so be carefull which one you choose.
You will need to splt the incomming BT line before the CCU and insert a filter into the feed into the CCU (so in fact you are hardly any better off). Then take the unfiltered line and connect onto the extension wiring. Then use a second filter at the extension socket to connect up the modem/router. But obviously any phone you plug into that extension can now only access the BT line, it is no longer an extension off the CCU.
The filter removes the ADSL signal from the phone socket, the RJ11 socket that the router/modem plugs into is hard wired across the phone line unfiltered. So if you split the line AFTER a filter there would be no ADSL signal on the feed to the router!
To be honest it would be far easier to put a single filter in front of the CCU and extend either the RJ11 socket on the filter to where ever you want the router or extend one or more of the RJ45 LAN connections on the router out to the PC