I have a 1981 Euro 280SE which has been Federalized, but in which we reverted to the Euro lights. They are lovely to look at (not segmented like the USA sealed beams) and there is a vertical rotary control just to the right of the headlight switch, like Rob says. It has white markings on it, for 0 and for + and -; these should aim the headlights higher or lower, depending on the way your trailer hitch raises or lowers your rear bumper, and hence your car's attitude (as in airplanes).
If that switch doesn't do anything discernable, then either the vacuum lines are disconnected, or the switch is bad. But don't worry too much, since I bet 98% of the Europeans also don't use this switch most of the time. It's purpose was for heavy loads in the trunk, or for trailers, thereby keeping the car's attitude level.
Good old Daimler Benz, often overengineering some things, and under engineering others. That's what makes our cars so interesting!!!!