The CECM is located adjacent to the fuse box.
Remove the dash lower panels and take a look under the dash, look at where a shed load of looms are heading behind the fuse box area and you will see the CECM.
You need to 'unlock' the plugs so you can remove them and slot the repair wires in. I seem to remember you can only remove the plugs in a L-->R sequence.
HTH
ps you will also need to VCDS (code) the Car to tell it that Bi-Xenons with shutters are fitted.