You notice there, on the left side of the center console?
If you cannot find it, maybe somebody has done some custom work on your particular car. Check under the trim. The actual components should be under tehre somewhere. I installed a second cigarette lighetr fitting underneath the trim and plugged in my satellite radio receiver there, hidden. It works pretty good.
You can also use the flshlight plug in the glovebox. You can get an adapter from bavauto.com for that.