Actually, it depends on the model year. In the recent years, the tuners have been included in the head unit as the other guys have said. However, before 2009-10 there was separate IBOC HD radio tuner module. If it was an option at the time of purchase, you should be able to retrofit it easily.
I was in the same boat as you and bought a tuner actually. Never ended up installing it as I got a 2009 that had the tuner in the receiver.
The tuner is up for sale here: http://www.e90post.com/forums/showthread.php?t=642548
I think all you would need after that is the mounting bracket, antenna splitter, an open fiber optic port, and programming of course.
Remember, where there's a will there's a way.