Our GM/Bose system is made up of components that are in different locations. The "radio/CD/CA" in the dash is just the place where the tape deck & CD deck and the display functions live, called the head unit or control head unit. I think that there was no room for the rest of what makes the sound system work at that location.
CDM box is the rest of the "stuff" ya need to make the head unit actually do something. It houses the "tuner" circuits for the radio as well as the circuits that "read" the signal from the CA tape heads and the signal from the CD "head"(?). There may also be some kind of pre-amp function in that box because it distrubutes the signal to the speakers and has the circuits that adjust the fade, bass & trebble and it may even house the clock function. The last component are the speakers with their individual amps at the four corners. Oh, yea, I forgot the wiring!
In my 90 the CDM is under the glove box....sort of...and just inboard of the fuse panel. That place that Rich was talking about has an excellant "how to" section that covers the locations of various components (they moved over the life of the C4) and a good step by step on how to do the R & R on the stuff. The early Z CDM box R & R will make ya get religion! There is just not that much room to get human sized hands up in there to work. Ya know what it's like with a C4, 15 lbs o' stuff in a 5 lb bag....and it's a jig saw puzzle to boot! There is a ton o wiring in the way and the bracket that holds it is one of those multi-function types that drive ya to swear!
Tom