If its like my 92 500 W140, then its located in the oil canister on
the front passener side. You gotta unscrew the lid and pull it off.
Remember the position when you take off the old one. It probably only
fits one way but you'll make a mess if your wrong.

Someone told me once you gotta use a turkey baster to get the old oil
out 100% before replacing with a new filter.  ive noticed also that
the oil is not pressurized once you crank it for the 1st time so
you'll hear the pump knocking a bit, that goes away after a couple
seconds.

Sell the car while you still can. Take a small loss now instead of a
bigger one later.