Two places they are located is around the radiator, a male end plug, and on the earlier ones, its around the grille area in front around the auxillary fans (a male end plug).
I dont know if they are standard or if they are a dealer option. Two of the three diesels I have have a block heater. I guess it kind of depends on the area that the car was purchased. If it was in the northern US it will have one, if its in FL or some other warm place, then it might not.
You can always give the dealer the VIN and have them check the options for you.