Where is the location of starter motor '95 BMW 318i

It will be close to the bottom of the engine block where the transmission meets the engine. Disconnect battery before touching the wires and note where wich wire went. Be sure you know the code for your passive theft protection for your radio if it has that feature because it will probably need to be reentered after reconnecting the battery.

Starter don't engage when i turn on the switch to start

It is below the intake manifold, you will need a lot of patience as this is a PITA job to do!
you have to remove both upper and lower intake manifold, fuel rails, knock sensors, temperature sensors and oil pressure sensors and oil dipstick tube to get access to the bolts and wire connections on the starter body, because there is no way to get to the starter from underneath the car, unless you remove the tranny brace and push the motor up from the front to lower the tranny and access the bolts to the starter.

you will need and E12 socket alot of extentions and time, this is not an easy job, if you want go here (http://forums.bimmerforums.com/forum/showthread.php?t=412487) for a full write up on changing starters on our motors and have fun!

Some times when i start my 318ti bmw it makes a noise like you have left your lights on when you have turned you engine off.any ideas???the car seems fine.