The thermostat on my 2000 Windstar LX 3.8 is attached to the engine, just below the throttle body (I'm guessing you probably have a 3.8). Remove the air filter assembly for easier access.
Thermostat replacement on a Windstar is fairly straightforward; not a tough do-it-yourself job. While you've got the thermostat out, take some extra time to flush and fill the rest of the engine coolant.
Other recent, useful thermostat discussion here:
http://www.automotiveforums.com/vbul...d.php?t=490606
http://www.automotiveforums.com/vbul...d.php?t=489207