Honda's used to be pretty quirky with autos, they still may be that way. Older autos did not have a filter, well, not one like a "typical" auto trans filter, it was nothing more than an inline screen in some pipe inside the unit.
Odds are, depending on the age, it's got "lifetime" fluid that's not due for a "change" until say 100K miles.
If you're old school, or have had nothing but cars that required regular trans fluid/filter changes, read the manual for what Honda calls for.
If the trans is acting up, not working like it normally did, and the fluid is at the proper level - do NOT change the fluid, it will do you no good and could quite possibly exacerbate an internal problem. If it's acting wonky and fluid is LOW, top off and see how it acts. In either case - fluid full and issue, fluid low then topped off and problem persists, there is a problem with the transmission. That problem could be a catastrophic internal one, an electrical one, or if trans is computer controlled, a problem with the brain - either engine management, or trans management if there's a separate one for it.
Edit - if you find the fluid low, there's a problem with a leak somewhere. They are sealed, they don't burn fluid like an engine can burn oil, so you'll need to correct the leak. If it is leaking, pray it's not a converter seal, as that's the proverbial $1000 repair for a $10 part.