I do not see it next to the steering collum.This is the little lincoln.
On any vehicle 1996 to current, OBD-II regulations REQUIRE the DLC (data link connector) to be accessible from the driver's seat. You didn't state which model of Lincoln, but is it's the LS, look under the instrument panel to the left of the steering column, close to the hood release handle. If it's the Town Car it will be to the right of the steering column near the climate controls. Hope this helps.
Unlike most connectors that hang just below the dash, on baby lincolns the connector is mounted vertically just under the dsh on the right side of the steering column. All you can see of it is a small piece of square black plastic.