My BMW dealer was kind enough to run the blue (brake control output) wire for me when I had my hitch installed.
This wire runs from the back of the vehicle to the dash area above the driver's knees. Sorry, but I can't give more details on that. The rest of the job was mine. They would
not install the trailer brake controller.
I chose a Prodigy P3. I made the connection to the lighting control module to pick up the brake light signal (see the FAQ's on this website). I've attached a photo of that connection which is located in the passenger side kick panel below the dash. I removed the interior trim pieces from the passenger footwell and fished the wire through from passenger to driver's side. Very simple.
The remaining connections were made (+12V and ground) and the control was mounted to the driver's side dash as shown in the other photo. I'm not entirely happy or unhappy with the location I chose. It's easy to bump your knee on when getting in. But I also wanted it to be easily reachable with my non-dominant hand in case I had to apply trailer brakes independently. It's also easily visible to verify proper functioning. The P3 mount allows you to quickly detach the controller and remove it when not in use.