The mounting point for the cd changer from the factory is located in 2 different places. It can mount in the center console if you have a floor mounted center console.
Or in the trunk in the left rear corner. Which requires a special bracket to mount it, unless the one you have has a different "U" shaped bracket.
You should check your local Ford dealer parts department for the bracket. Yes it does plug into the module in the truck. That is the rear control unit for the radio system. The connector will look like this for the changer plug ti connect to the module in the truck. It is connector C388c.
Click this link below to see the connetor.