Should be just a matter of two plates with a filter in between and some flexible plumbing with heat resistant hose to the compressor.
Location of intake can make a lot of difference in how often it needs serviced. Don't mount it rigid to the compressor to avoid the vibration.
We did a car air cleaner on a large 3 cylinder high pressure compressor. Located it remotely to keep intake away from moisture cooling.
Here is a search that came up with some ideas.
filter ideas 
