If you have the cold weather package (headlamp washers), you have the ski bag.

You must first remove the plastic covering behind the rear centre armrest, it may be hidden behind a leather covering. Fold the armrest down, tear back the velcro holding the leather panel, then use a flat screwdriver and carefully push a tab that takes the hollow plastic covering out. Once you have done that, the ski bag module slides completely into that same space.

To use the ski bag, you push the round button to open up the front cover, then push (kinda hard) again to remove the rear plastic cover of the ski bag module. Unfold the ski bag, and use the buckle into the centre seat belt recepticle to secure the skis.