In later 98 they went to the fiber-optics style of changer. Your car must be an early 98 if you have the big 10 pin connector. I hope the changer you have is this early style changer or it won't work.
"What Joe Said" on the location, goes in that "dead" spot in the right rear, right next to the inside of the fender back there. But there is a special bracket required on the station wagon to get it properly mounted. Oh, there is some black trim back there, like some fuzzy black preformed sheeting, noise insulation material, and some of that has to be removed, there is even perforations in it where is has to be removed, can just yank it out by hand.