The glow plugs in a 2003 Dodge Sprinter 2500 (which uses a Mercedes-Benz engine) are located
on the top of the engine, between the cylinder head and the valve cover. They're individually accessible, but getting to them requires removing the valve cover (and possibly some other components depending on the exact engine and your access).
Because of their location and the need to remove parts to reach them, glow plug replacement in a Sprinter is generally a job best left to a mechanic unless you have significant experience with automotive repair.