You need to contact your dealer and provide registration or VIN.
Alternatively, do what I do and contact Ford customer services, took a short while to get a response, but you get it from the horses mouth so to speak. They clarified I dont have one, so I am over the moon :p
IIRC, DPF was introduced in 2004 / 2005 to meet with the new Euro IV compliant standards. By default they were applied to the 1.6 engines as a minimum, 1.8 was excluded, and 2.0 did have them (cant remember if they were optional though!) but that was long before 2009.
My personal opinion is that you should email the request via the contact us page on Ford, as I say, the answer was much more helpful. Generally as a customer service rule, if your on the phone someone will rush to get an answer, and may ask someone who isnt sure, get an answer and pass it on, whereas if you email, they dont feel pushed or obliged to give you an answer as soon as you finish asking it. So they take their time, ask more people, and consult more resources, giving you a more accurate answer!
You could probably find out on the ecat, or etis -
As far as i am aware, the 2007 2.0L s-max is fitted with the PSA (DW10-developed in France by Peugeot for Peugeot/ Citroen/ Ford) engine (same as the 2.0L TDCI mk4 Mondeo 2007-) which i believe is fitted with a DPF
If you can take some pictures of the exhaust (from the manifold downpipe, to the mid section) and post them up on the site we should be able to see if there is a DPF present