How do you set the garage controller door opener in a 2003 clk320?

How do you set the garage controller door opener in a 2003 clk320?
I'm not sure on your particular model but in most cars you have to go to the garage door motor, open the cover where the light bulbs are, and press and hold the small red button until the small red light flashes. You can then go back to the car and hold the button until it picks up the signal, a few seconds.

This has to be done because the garage door motors create random codes and have to be set to an open state to pick up the new opening device.