On a 2007 Ford F-250, the fuel rail pressure sensor (FRPS) is located
on the fuel rail itself. It's a small sensor, usually cylindrical, directly mounted to the top of the fuel rail. The fuel rail is located on the top of the engine, near the intake manifold. You'll likely need to remove some plastic covers or other components to access it fully.
Because there are variations depending on the specific engine (6.0L Powerstroke, 5.4L Triton, etc.), a visual guide using your specific engine code is strongly recommended. Consult a repair manual specific to your F-250's engine for precise location and removal instructions. Pictures online for your exact engine will also be very helpful.