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Which engine is in yours - 4.2L, 4.6L, 5.4L ?
It is located on left rear cylinder head underneath the intake manifold
Fig. Cylinder Head Temperature Sensor-4.6L Engine
Intake manifold procedure:
Fig. Upper and lower intake manifolds-2001-03 F-150 and 2004 Heritage Edition
InstallationWARNING Do not use metal scrapers, power abrasive discs or any abrasive means to clean the sealing surfaces, these tools cause scratches and gouges that make leak paths. Use a plastic scraper only.
Fig. Tighten the bolts in 2 steps using this sequence-2001 4.6L shown, 5.4L engine similar
Fig. Intake manifold assembly installation torque sequence-2002-03 F-150 and 2004 Heritage Edition