Anybody knows what black plastic box with marks K40 is? It is located on front bumper on license plate bracket beside outside temp. sensor.

Aftermarket radar detector.

Anybody knows how it works?????

I don't have any manuals for it . Can anybody explain how to use it?

Try http://www.k40.com - maybe they'll sell you a manual...

If you didn't get the head unit for it, it probably isn't worth persuing as the actual detector unit that you have in your posession is probably going to be the cheapest part.

I used to have one in a car that I don't have any longer. It more than paid for itself. It saved my behind many a time from tickets. I loved it. If you can take your car to a high end stereo installer who handles these and let them check into it, they'll tell you if it's all there. Otherwise, From what I remember, there's a indicator inside the car somewhere, like on the dash, then there's a knob somewhere else to adjust the volume. Under the hood, there's the actual unit. It sounds like you've found that. The reason I liked mine so much is because I hate taking the car apart everytime I get out of it. I used to take off the stereo face, the radar detector and all my CD's when I'd go to work. With the radar detector built in, I didn't have to worry about it. Plus I didn't have an ugly cord running up to the dash when I was driving. (or worse yet, up to the sunvisor)
Boy, after all this, I guess I need one in my car again...

A friend of mine bought a used BMW540i a few years back that had a k40. The head unit is really small and was actually built into the dash in the gauge cluster. Give a real good look around the interior of the car. If that fails, follow the wire from the bumper. It's a good radar detector.