IIRC, when the battery is disconnected, certain systems (windows, abs I think, etc) "forget" their settings. For windows, they may not work correctly (they're supposed to drop a bit when door opens, go up when door closes, etc) and may not do that properly.
For the windows, in your owner's manual:
get in car
close windows but lean on 'up' button for 2 seconds until 'click
For the steering, its start the car and turn the wheels all the way to the left then all the way to the right then centre.
This is all from memory and may be slightly off in the reasons and method but it is pretty close to what is needed after a battery disconnect of at least 30 minutes
Others more knowledgeable than me will chime in pretty soon so hang tight
Found (online) a bit more detailed explanation of the reset. Some of this may not be applicable to you and your car as I'm not familiar enough with the different procedures associated with different models. You won't do any damage following this though:
So, you just installed the new battery in your Mercedes, and now you have all these malfunction lights on. Who knew replacing a battery would be so complicated?
What happened when you disconnected the battery is the memory in multiple control units has been erased. This causes features like the express open and close on the windows to not operate, the sunroof does not one touch open or close, the steering angle sensor loses it normalization which is what causes the ABS, ESP, and BAS lights to come on. Also what happens on some vehicles is the radio goes into antitheft mode, and flashes CODE until you enter the correct radio code.
Now what should you do? First the windows and sunroof need to be normalized, which basically means the window motors need to learn where the end stops are. To do this you use the window switch to open the window, and when the window reaches fully open position keep holding the switch for about five seconds. Then close the window, and again hold the window switch in the closed position for about five seconds after the window reaches the fully closed postion. Repeat for all the windows, you will know it is sucessfull when express open and close works.
Now the sunroof, hold the sunroof switch in the closed position. The sunroof will open to the vent postion, keep holding the switch for 5 seconds. You will know you are successfull when the one touch open and close works. To renormalize the steering angle sensor you will need to turn the steering wheel with the vehicle running from the fully locked left postion to the fully locked right postion ending with the steering wheel centered. After you have done this cycle the key off then on and the malfunctions should now be off.
If your vehicle requires a radio code and you dont have it a quick phone call to your local Mercedes dealer will fix this problem. They will ask for your VIN number and with that they will be able to look up the radio code. If the code they give you doesnt work that usually means that your radio has been replaced at some point. To get the correct radio in this case you will need to remove the radio headunit to retrieve the radio serial number. With the radio serial number your Mercedes dealer will be able to provide you with the correct radio code.
Do not enter the wrong radio code too many times because the radio will enter wait mode which will not allow you to enter the radio code.