The early 928S4 models have a oil cooler integrated with the radiator. A tank fitted to the side of the radiator, just behind the steering fluid reservoir you can see the oil connection.
The later 928s4 models, GT and GTS have a separate oil cooler underneath the radiator. It is part number 928.107.212.00 and it is an OEM part made in Germany by the company "L&R". It is connected to the engine on the left side of the car to two hoses with a rubber O-ring seal.
The older models have a different cooler. Here is a reference picture: