On the back of the headlight "box" are a couple of clips made of heavy wire which you flip up to be able to take the gray plastic back cover off the headlight box. This will expose the back of the reflector(s) and you will see the leads to the bulbs. The headlight bulb is fairly obvious. After you pull the leads from the bulb, you will have one more clip to flip to remove the bulb itself.

At least this is how it is on my '95 E class. It's a very easy DIY.

Not sure what's up with the line from the air filter... On Euro cars/lamps they have a vacuum auto levelling system. Is your's a Euromobile?

Rgds,
Chris W.
'95 E300D