I'm sure someone will be along soon to tell you how to add a cupholder module (they tend to be optional, so if not specified you get a small drawer instead).
They fit in the centre console behind the gear lever next to the change slots.
They are a little close to the driver and are usually seen on Ebay for about £20
Just checked none at this time though.
Quite well made with a good fold up/fold down design
I was surprised at the lack of cupholders in my S class. There is one behind the gearstick (useless idea) but my cups don't fit in it and it fouls the stick. I use it hide sweeties in.
I bought one of those aluminum cups with a lid, which came with a holder. I hang my cup on the storage tray in the drivers door, and put the holder in the bottom section of the arm rest when not in use. Otherwise there is the slide out cup holders from the rear seat arm rest.
I have a C220 saloon, where the space for the cig lighter is just behind the gear shift 'has the little roller blind thingybob on it', fits a cup snuggly in there, just not a Venti 'otherwise known as mahooosive!' size!!