I just purchased a 2004 c230 and the CD box doesnt work ?

Question

I was wondering whether you had to connect the CD box to something?

Answer 1

I assume you're talking about a 6-disc CD player in the glove box of the C-Class?  If so, it should have been wired in when it was installed.  If it doesn't work, try another CD first ( preferably an original CD, not one of your own burned CD's as those players don't always like those ).  If that doesn't work, the player itself is most likely broken and will have to be repaired or replaced.