Hi,
You will have an OBD2 connector, it has to be within 2 foot of the steering wheel, and easily accessible. They are often covered with a clip off cover, or could be under the dashboard - have a nose about. You are looking for a rectangular plug that looks like
this.
Being 2006 you need to also bear in mind that your car is also probably using the CAN protocol.
Good Luck!
Gareth