Way up under the dash, and it can be a standard 9-pin round grey connector. I found a low cost Data Link to OBD II connector/adapter but it turns out that my OBD II device won't read the Freightliner codes.
It's a problem of the OBD II manufacturers not putting people onto decoding something that they consider rare. OR the chassis manufacturers call it proprietary. I think there's an upcoming Federal rule requiring OBD II link like in cars where they are required to make their codes available for decoding but when that'll happen I don't know. Note also that truck chassis manufacturers where not required to have any codes at all up until 2005 so anything you get from yours is 'bonus'.
Here's a picture of where I found mine in front of the drivers left foot. Note that I plugged in a pigtail type adapter and then my OBD II device: