I have a 1998 E300D TurboDiesel, which is not exactly the same as yours, but likely has the same the oil filter housing. The housing has a non-metallic, black cap that has a large ACME type thread that holds it in the housing body. There is an O-ring seal between the cap and the housing.
The cap has a large (36mm, I believe) hex. You need an appropriately sized socket to fit and you just unscrew it. The filter comes with a set of new seals, and on a Diesel you get the cap O-ring, which is a large diameter, and two smaller ones that fit on the bottom of the prong attached to the bottom of the cap that control the flow of oil into and out of the housing. All of them should be replaced at every filter change. I am not sure what you get with the gas engine.
I hope this helps, and Good Luck! Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)