Most (if not all) of the european 1993-1997 W202's came with the closed front bumper. Whenever we build in an after market airco system, we need to cut slotted holes in the front bumper below the front license plate because of the risk of an overheated engine.
David, ARJAY is talking about the lower black part of the front bumper below the license plate between the brake ventilation ducts and (tow eye) covers. There are grill-like indents in the bumper (I don't know how to call these horizontal lines) and these are all closed. It is similar to the bumpers on the W201 and W124...these bumpers came totally closed or open with slotted holes (and covering panels) on the different engine models.
ARJAY, as long as your engine has no heating problems you do not need to do any bumper modification at all. This is something that can be done after the car has (over)heating problems. The after 97 models with the newer bumpers came with exchangeable bumper panels/gratings/grills.
with a minor 600+k