The flex pipe on a 1999 Ford Windstar 3.8L V6 is located in the exhaust system, connecting the catalytic converter to the intermediate pipe (or sometimes directly to the muffler depending on the specific exhaust configuration). It's generally near the transmission, underneath the vehicle, towards the front of the vehicle, but closer to the rear than the engine itself.
Because it's under the vehicle, you'll need to get underneath to see it. Look for a corrugated section of pipe; that's the flex pipe. It's designed to absorb vibrations from the engine and exhaust. Due to its location and function, it is susceptible to rust and failure.