I would visit the automotive car repair wiki, which has a database of OBD2 locations for all vehicles. http://www.fixexpert.com/wiki/odb2.php?page=odb2&id=20618 In your case its on the driver ride side, See photo below. http://www.fixexpert.com/obd2/data/Volvo/s40/2003.jpg If you wish to look up others OBDII port locations for other vehicles try the main link at: http://www.fixexpert.com/wiki/OBD-2+Location Good Luck.
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The OBD-II connector of a 2004 Volvo S40 is located beneath the dashboard on the driver's side. Specifically, you can find it above the brake pedal, near the steering column. It may be necessary to remove a cover panel to access the connector.
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On a 2001 Volvo S40, the OBD-II (On-Board Diagnostics) port is located under the dashboard, near the driver's side. Specifically, you can find it just above the brake pedal area and to the left of the steering column. It may be covered by a plastic panel, which you can remove for access.