On the factory AUX ports, it is located on the underdash access panel.
I popped the aux port out of the access panel and run the wire through that hole, leaving the aux connection coiled up internal to the dash.

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How does something immoral, when done privately, become moral when it is done collectively?
Furthermore, does legality establish morality?
Slavery was legal; apartheid was legal; Stalinist, Nazi, and Maoist purges were legal. Clearly, the fact of legality does not justify these crimes. Legality, alone, cannot be the talisman of more people.

Walter E. Williams

Drives a 2008 Z4M Coupe' (His) & 2003 Z4 Roadster (Her's)