Refer to figure.
In a wet sump lubrication system the oil follows a defined circuit from the sump through the pressure pump, filter, cooler, and then to the engine components before draining back to the sump. 

The pressure pump draws oil from the sump and forces it through the system under pressure. After the pump, the oil passes through the pressure filter which removes contaminants before the oil reaches sensitive bearing surfaces. The oil cooler is positioned after the filter and before the engine components in most wet sump systems. 

This placement ensures that oil is already clean when it enters the cooler (protecting the cooler from contamination) and that it arrives at the engine components at the correct temperature after being cooled. The oil then lubricates and cools the engine bearings, cylinders, and other components, absorbing heat in the process. It then drains by gravity back to the sump where the cycle repeats. 

The critical sequence to remember is: sump, pump, filter, cooler, engine components, sump.

Before passing the pressure pump → INCORRECT. The oil cooler is not positioned upstream of the pressure pump. Before the pump the oil is in the suction line at low pressure drawn from the sump. Placing a cooler in the suction line would introduce unnecessary flow restriction and potential cavitation. 

Before entering the pressure filter → INCORRECT. In the standard wet sump circuit the pressure filter is positioned downstream of the pump but before the cooler and engine components. Placing the cooler before the filter would mean unfiltered contaminated oil passes through the cooler first, risking cooler blockage. 

Before being fed to the engine components → CORRECT. The oil cooler is positioned after the pressure filter and before the engine bearings and components. This ensures that oil arrives at the lubrication points clean (having passed the filter) and at the correct temperature (having been cooled).

Before returning from the engine components to the sump → INCORRECT. This would place the oil cooler on the return (scavenge) side of the circuit, after the engine components and before the sump. While some systems do have coolers in the scavenge line, this is more characteristic of dry sump systems.