It should be under the drivers side of the dash. On my F150 it was tucked up under the lower dash panel above the gas pedal. On the 250 it might also be above the parking brake. You're gonna have to stick your head under there to see it.
TexasRebel is right. Just added a brake controller to my '11 250 XL and the wiring harness/plug is literally plugged into the back of the coin holder cubby. It's easy to pop out. Took me less than five minutes start to finish. Thanks TR.