Cold air blows in with the heat through vents...

have craziest looking central air system I have ever seen.. cant figure out how to even find the filter to replace it!! BUT, the problem I am having is..there is cold air blowing at the same time the heat is on.. so I am wondering.. is there a problem with the unit itself.... OR>.
is there maybe some open or cracked or unsealed pipes under the house..? any help is awesome..
also.. please note.. we have a ranch with a crawl space.. and the "vents" for the crawl space are just boards... that look pretty rotted.. ( we rent...)

UGH!! really thought this was an awesome house!! im very distressed.. and sad.. but determined to fix what I can and just deduct from rent.