I have a '97 C230, but hopefully it is the same. . .
There are 2 screws on the top side of the little storage compartment. Remove them and the rubber lining of the compartment can be popped out, revealing the wiring behind it.
You could also remove the factory radio, but you need a special set of tools. They slide in the little slots on the radio and disengage a locking system. I was able to do the same with a couple of small jigsaw blades.
The connection for the antenna is a european type, it is not the same as most CD players. You will need an adaptor to connect the antenna to a non factory CD player if you end up doing that some day.
Let me know if you need more help.