Should be located under the left headlamp tray of the chassis behind the bumper, so yes bumper does have to come off.
I can do it in sub 10 minutes, but just take your time if it's the first time and if your car has headlamp washer jets be particularly careful lifting them up with equal pressure on the front and back edge.
A pry tool kit advised.
Youtube "S40 bumper removal guide".
