To be precise, you'll need to consult a repair manual specific to your Expedition's engine. A repair manual will have diagrams and detailed instructions. These manuals can be found online (often as PDFs) or at auto parts stores.
Without knowing your exact engine, the general area is the passenger side of the engine, near the cylinder heads, but the exact placement can be different. Looking at a repair manual or using an online diagram (searching for "2005 Ford Expedition [4.6L or 5.4L] engine diagram") will provide the most accurate information.