First, congrats on buying a beautiful auto... I have a '96 S500 Coupe that I've had since January. And, I see this is your first post here... welcome. You'll find this forum to be the very best. Lots of help here from both techs and DIYs.
I'd recommend you also subscribe to ALLDATA online service. You won't find a service manual in hard copy for the W140s (at least I haven't been able to). ALLDATA is fairly inexpensive... its about 25 bucks a year. The organization of the data isn't particularly intuitive, but most stuff is there if you look for it. The rear sunshade is listed under "Windows and Glass".
I've not had my sunshade apart (Mercedes calls it Sunguard), but your problem is either in a faulty Sunguard unit or lack of power to the Sunguard. Be sure to check all your fuses.
Doesn't look too bad to get to... you have to remove the rear shelf. Once you do that, the connector for the Sunguard looks like its on the end of the unit, on the driver's side. If you unplug there, you can operate the switch and see if there's power.
IF there is power, the unit is likely bad. It comes out the top after removing three nuts from the trunk side.
Good luck. Hope this helps. KenP