I am assuming that you bought the plug-in OEM module, not the aftermarket
version with wires. The DRL connector is behind the front bumper, roughly
under the left headlight. The connector has a shorting plug, which you need
to remove (and keep, should the DRL module fail or you simply don't want to
use it anymore). Mount the module to the radiator brace, somewhere in the
vicinity. I remember a very good set of instructions with photographs that
was posted a couple years ago, most likely on the
rec.autos.makes.ford.explorer group. Google to find it.