Short answer, it is on the left side of the trunk.
I have an 04 wagon with the CD slot in the dash. It also has the CDC button on the radio controls, but doesn’t have the changer installed. I’ve been researching the installation of the CD changer and have come across fitting instructions for the changer; part number for the instructions is C2S 36008. While it is concerned with the CD changer, it shows the phone module and Jaguar Voice module stacked above it on the same bracket. In the wagon, everything fits behind the left cubby-hole hatch. On the sedan, you may need a different trunk liner to cover the unit.
I’ve found the local Jag parts department to be very helpful in all my searches for information. The above part number may, at least, give you a start on looking for answers.