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They thread into the intake, right next the injectors. You will see a single wire going to each one.
As long as the tips are NOT swollen, they just thread right out. When replacing them ONLY use motorcraft ones. ANY other brand will cause serious problems
Check each of the glow plug resistance from its terminal to ground with an ohmmeter--the glow plugs should be less than 2 ohms when cold. Another way to test the glow plugs is with a test light (not a LED/circuit tester). Connect the alligator clip to the positive battery terminal and touch the probe to each (unplugged) glow plug terminal. The test lamp will light brightly if the glow plug is good.
Even one open glow plug can shorten the controller on time sufficiently to affect starting.
Next connect the glow plug harness and check for voltage at the relay "hot" terminal with the key off, then check for a voltage drop at the glow plug terminals (86 and earlier) or at the controller/relay "hot" terminal (87 and up) with the relay energized.
If the voltage is low or drops below 10 volts with the relay energized, check for loose connections at the glow plug relay, starter relay or engine harness connector, or bad fuse link(s). Also check for voltage at each glow plug terminal with the relay energized.