Xenon lights are a stand alone option on the E46 3-Series coupes.
They were not included as a part of the sport (ZSP) or premium (ZPP) option package. I think they're an $800. option and any 2004 or newer coupe with xenons will have the adaptive variety that turn with steering input.
If the car has them, it will say 'Adaptive Xenon' on the chrome ring around the outer lights.
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