Although there is a round connector under the hood (my car also), the 16 pin OBDII connector is required to be under the dash on the drivers side and according to a quick web search in the W140 is described as being located "underneath the dash just above the driver's left foot." Might be behind a little plastic door.

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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra