First, search the archives. This has been discussed several times.
Sounds like a good time to buy a shop manual. This will be a long installation if you have to trade emails to find specific wires.
Crutchfield sells an item called a DLSV. It's a wiring harness adapter that has sockets for two common relays and taps into the MB door lock vacuum pump. I think the part number is 514DLSV but the system doesn't recognize it. Try calling them. This <$5 item will save you a lot of time.
Folks who've wired W124s for keyless entry say that some systems don't provide a signal for long enough for the vacuum pump to react. If you system has an adjustable door lock/unlock signal, set it for the longer time period.
86 300SDL (due soon)
81 300SD (for sale cheap)