Depending on the size & number of horns you want to mount, you can mount them behind the bumper...either in the corner hidden behind the lower mud covers or in the middle in front of the cooler (if there is no additional oil cooler).
For the older models mercedes has HORN switches to swap from horn 1 to horn 2 and back. My 1990 300SL had 4 horns (with switch) from factory. Your W210 has different shaped switches though and I don't know if mercedes has HORN switches in the new style.
with a minor 600+k