My new slk350 is scheduled to arrive in a few weeks, I ordered the command
system that says comes with iPod adapter

Does anyone know, is there something else that needs installed before I can use
it, or will there be a plug in the glovebox or somewhere that allows me to just
plug and play ?????

 

Normally iPod kit is separate option from COMAND.
If you have ordered both, all you need is iPod in your glovebox.