Theoretically, it should be on the passenger side, just below the rear corner
of the big aluminum intake manifold. It may be hidden by bundles of wires
or A/C tubing and hoses.

If there's a problem shifting, before you drive anywhere check the TV (Throttle
Valve) grommet in the throttle lever, on the driver's side.

It should look more or less like this:
http://www3.telus.net/neatcrap/pics1/tvlinkage-grommet-in.jpg

If it's disintegrated and looks like this:
http://www3.telus.net/neatcrap/pics1/tvlinkage-grommet-missing.jpg
then don't even try driving until you get a new grommet, unless you want
to buy a new transmission 10 miles later.

Stock part is # E0AZ-7F330-A
Some prefer the brass version # F3SZ-7H303-B
Should be fairly cheap from Ford.

Don't forget to join some online Lincoln sites. Here's one now....
http://www.lincolnsonline.com