Some models had an aux input jack located on the front of the radio itself. Others had it located in the center console, possibly hidden behind a small cover. A few may not have had an auxiliary input at all.
To find it, you should:
1. Check the front of the radio: Look closely for a small jack, usually 3.5mm (the same size as headphone jacks).
2. Check the center console: Examine the area around the radio and gear shifter for a small, possibly hidden, jack or a cover that might hide one.
3. Consult your owner's manual: This is the best resource to determine the location or even the existence of an aux input on your specific Fusion model.
If you can't find it after checking these places and consulting the manual, it's likely your vehicle wasn't equipped with an auxiliary input. In that case, you would need an alternative solution like a cassette adapter, FM transmitter, or aftermarket stereo installation.