It probably has a leak. Here's something to check - the radiator has a tube coming out to the reservoir, so when it gets hot and expands the coolant goes into the reservoir and should go back into the radiator when it cools, but if your reservoir has a crack and the coolant leaks out, well it's gone and can't go back into the radiator - this would cause a lot of loss of coolant.
Use only BMW recommended coolant.
Only use BMW coolant and distilled water.
Ethylene glycol. Pretty much any coolant that doesn't have a different name plastered on the container (like Dex-Cool).
The type of coolant recommended for a 2003 BMW 525i is Glysantin G48. You can purchase this at an auto parts store or a BMW dealership.
In the coolant reservoir in front of the engine.
BMW coolant from dealer. It is blue in color and can be purchase fairly cheap at any BMW dealer ship. Around $20 for a gallon. Hope this helps.
There are a few things that could be causing your 200 BMW 528i to overheat. You may not have the correct mixture of coolant in the vehicle. The problem could also be your thermostat. Have the thermostat checked out to ensure that it is working as it should.
The coolant for a BMW x5 is placed into the coolant overflow tank on the left side of the engine compartment. It should be filled to the full mark when the engine is at operating temperature.
BMW 530i's owners manual recommends and all season water coolant be used in its automobiles. It does not specify which brand to use.
In the radiator
A 2001 BMW 325i has two coolant temperature sensors. They constantly monitor the temperature and adjust flow as needed.
Where the coolant goes? That's the only place I could guess. Water is not supposed to be in any other place.