There should be a short AUX input pigtail laying in the bottom of the LH fairing pocket. If it's not there, you'll see a small hole in the bottom of the pocket where it is supposed to be poking through.
The cable was shipped in the plastic bag that contains the owner's manual and the dealers are supposed to install it during the prep process.
You can remove the LH fairing pocket and see if the cable is installed but just not stuck into the pocket. The cable attaches to the AUX input connector on the bike harnes (the White connector in this picture)
If you simply do not have this cable anywhere on the bike, you can either try to find the OEM version from someone here who replaced theirs with a longer one, or get a 6' extension version from E/C or Kennedy for about the same price as the short OEM from HDL.