The termperature sensor connector is a round 2-position connector with locking tabs on either side. It's on the side of the engine near the coil pack (I think). The locking tabs don't actually lock so you can tug on the connector and it'll come off the temperature sensor. It's the same style of connector used for the intake air temperature sensor on the '95 V6 models (don't know about the Zetec, the IAT was already missing when I got to it)

Once you find this connector, pull the rubber insert over the wires and look inside. The harness I removed from the Zetec in the wrecking yard only had cracking at this connector, so I assume that's where it starts.

Brian