There are a couple of styles of steering boxes on the W140. Some have an adjuster similar to the W126 steering box, some have a similar adjustment mechanism set coaxially with the pitman arm shaft. Maybe some aren't adjustable. I don't know.
The way I check for play is to remove the aluminum shield that covers the steering shaft coupling just aft of the steering box. Wiggle the steering shaft with one hand and feel for looseness in the pitman arm. I don't know how much play there should be but I imagine it should be as undiscernable as wheel bearing play when the weels are off the ground.
From what I've read in this forum, the steering box is the most common wear item.
You can probably discount the steering damper if there's play between the steering wheel and the wheels at a standstill. It might be bad, but it's not contributing to the play.
I don't know the differences in steering components between a 93 and 95.