Although the 1985 W124 already had a bulb behind the light switch, mercedes chose to go cheap and leave out that bulb in the 1993-2000 W202 C class. There is no bulb in there.
The best way to change the bulbs in your dash cluster is to remove the lower dash panel, push out the dash cluster (watch out with the bottom of the cluster and the top of the steering wheel; it is a tight fit), disconnect the plugs and don't turn the ignition switch anymore (SRS light will illuminate afterwards if you do turn the ignition key) and change the bulbs.
The W202 dash cluster does not come out easy (unless you have an adjustable steering column) and therefore I will not pull the dash out with the OEM mercedes dash pulling tool...pushing from behind is safer.
with a minor 600+k