I'm not entirely sure where you are located, but I'm assuming it's the US.
Federal law requires that all vehicles sold in 96 or newer, must have a 'generic' OBD hook-up less than 3 feet from the driver's seat. Even though your SL is a 94, I'll be it has the generic plug. It's usually under the driver's side dash.
But Mercedes has a specific access port under the hood of all their cars. It's round, and has a black plastic screw cap.
Here is a pic of the electrical components under my hood. The CAN/Bus access is in the lower left corner of the pic, just above the '5'.