WARNING: This page is about a different car, the 2004 Volvo S40, 2003 Volvo S40, 2002 Volvo S40, 2001 Volvo S40, and 2000 Volvo S40. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Data Link Connector (DLC)
Courtesy of VOLVO CARS OF NORTH AMERICA.
On the left side of the center console (right-hand drive cars: on the right side of the center console).