Normally you can pull out the radio head unit and connect the Gateway to the CD changer connector and the installation is done. In the case of the BMW 16:9 head unit this is different, because the CD changer connector is not on the 16:9 navigation, instead it is on the radio tuner/module (BM54, BM24) which is located in the boot of the car.
First you need to find the radio module in the boot of the car. For that you can find a big help on this webpage: https://www.bm54.com/bm54-and-bmw-module-professional-removal-instructions
The BM54 radio module has a "40 flat pin" (Quadlock) connector, the BM24 has the older "17 round pin" connector. In the case of the "40 flat pin" connector the "GW33BM4" Gateway 300 package version is required, in the case of the "17 round pin" connector the "GW33BM1" Gateway 300 package version is needed.
Extension cable: It is required if you want to put the Gateway to the front section of the car, to be able to place the Gateway hardware into the glove box or behind the dashboard. In case of the Gateway 300 the EXT1GW1 extension cable is required (4.5m long).
Please check this diagram to see the whole picture, all Dension related products (Gateway, cables) are marked with red: