The primary location for addressing air in the fuel system is the fuel filter housing. This housing typically has a hand-primer pump on top, which is used to manually pump fuel through the system and purge air. This is the most common method used to bleed the fuel lines after filter replacement or other work.
You may also need to crack open the fuel lines at the injectors (not recommended for beginners). This is a more advanced procedure that should only be done if the hand-primer pump and careful filter replacement aren't sufficient. Doing this incorrectly can lead to damage and requires special tools and knowledge.
In short: Focus on the fuel filter housing and its priming pump. If that doesn't resolve the air in the fuel lines, you'll need professional assistance or a detailed repair manual specific to your 2006 Ford F-250 6.0L Power Stroke engine.