It's behind the battery, maybe shielded by a plastic sheet. There will be a couple of relays and ECU type boxes by it. It'll likely be a tall metal box with a square cross section. It'll have a clear plastic lid over one or two blade fuses. Check those fuses. The relay can go bad without blowing a fuse.
http://media.photobucket.com/image/ovp%20relay/andrew_culture/Mercedes_1991_230te_W124_OVP_relay-.jpg
Sixto
87 300D