manual shows
 

it stores under the rear compartment lid. To the left of the spare.

There is no one there in my x

Guys,

I think Euro specs require an X5 to have a warning triangle. I have one in mine.

Blueangle where did you find yours?

mahmud5,

Mine was located on the left side of the trunk. Open the left panel where your CD changer is located and look on the top portion of the open area. You should be able to find the warning triangle hooked up. If you do not have one, please go to your local BMW dealer and ask for one. I assume you are the first owner, because in my case, I bought my X5 brand new back in 2002. Good Luck !