* Consult your owner's manual: This is the best resource. The manual will have diagrams showing the location of all major components.
* Use a repair manual specific to your year and engine: These manuals have detailed diagrams and often show the oil cooler's exact placement.
* Look online for a diagram specific to your truck: Search for "[your year] Ford F-250 [your engine] oil cooler location" on Google Images or YouTube. You'll likely find pictures and videos showing its placement.
Without knowing the year and engine of your F-250, I cannot give a more precise answer.