I'm not entirely sure where you are located, but I'm assuming it's the US.

Federal law requires that all vehicles sold in 96 or newer, must have a 'generic' OBD hook-up less than 3 feet from the driver's seat. Even though your SL is a 94, I'll be it has the generic plug. It's usually under the driver's side dash.

But Mercedes has a specific access port under the hood of all their cars. It's round, and has a black plastic screw cap.

Here is a pic of the electrical components under my hood. The CAN/Bus access is in the lower left corner of the pic, just above the '5'.

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2006 E350 w/ 155k miles (Daily Driver)

Previous:
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)