OK, you guys are f...ing killing me!
Look at the filthy picture below... there is a physical electrical connection to a cylindrical piece attached perpendicular to the strut. If your car does not have this (because you didn't pay for the OPTION) the suspension is not adjustable.
Don't believe the picture? Read what BMW says on their site (next image).
Now if you don't get it yet, have a look at the video I took from my car which IS equipped with the OPTIONAL dynamic dampers. You will note that when the "Driving Experience Control" button is activated (located beside the shifter -next picture), sport mode permits a selection of sport settings for the dampers and steering and/or just the drive-train.
2013, AW, xDrive35i, M Sport Package
, Technology Package
, Dynamic Comfort Package
, Premium Package
, 3M Clear Bra, Euro foglight switch, a few coded fixes