That is the propietery connector. Your Vehicle is a 96, therefore it is OBD II and the diagnostic connector for those generic standardized systems is likely under the drivers side of the dash. It probably has a little door on it. The connector you are looking at is specific to the manufacturer and is used by MB for vehicle specific diagnosis. There are connectors and scanners available to us at around $600, check out Jim's website at
http://pages.prodigy.net/jforgione/MB_S500.html
He has been nice enough to post information regarding these specific connectors, scanners and where to get them.
If you want to diagnose any issues regarding your OBD II, like the CEL, then you can get one of those scanners for around $100 at any parts store. These scanners will give you information about your emissions and engine control systems.
Good luck!