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The common problem we see on your 2002 Mountaineer is the harness has broken power and or ground wires right where they come thru the body to the drivers door.
At the master window switch 8 terminal connector (C504a) check for a good ground on pin 2 Black (BK) wire. If the wire is not a good ground, repair as needed and recheck operation. If the ground is OK, verify the LB/BK wire maintains battery voltage when trying to operate the power windows. If there is battery voltage on the LB/BK wire when loading the circuit, check for battery voltage and ground between pin 7 Tan/Light Blue (TN/LB) and pin 8 White/Black (WH/BK) wire of C504a when commanding the driver's window down or up. If power and ground are not present between the wires but the power and ground to the switch are OK, suspect a faulty master window switch.