I believe SE stands for "Special Equipment" on BMW. Basically individual options. The "M" on the steering wheel means it has an M Sport package, mostly prettier design trim - bodykit, M badges, steering wheel, shift knob, exhaust tips, etc. Possibly a harder suspension as well, not sure if all models get that.
From the pictures the BMW is an E90. If the car in the link is the one you are talking about - you can find out a lot from the VIN number. VIN number decoders can be found online. Here's what can be known about the car you posted: