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Yes and No. Yes, you can do it, and it will bolt right up, but the clutch on both the Mazda and ZF transmissions is hydraulic with a concentric slave cylinder in the bellhousing(which is integral to the transmission), so you'll need either a factory late-model master cylinder, line, and pedal, or an aftermarket clutch master conversion. I'd recommend getting the pedal assembly out of a donor truck in a junkyard. If you're going to go that route, I'd suggest getting a new master cylinder since they don't cost that much, and the hydraulic line is reasonable from the Ford dealer.
You might think about the Mustang T5, although those use a different clutch setup with a cable. Don't know how hard that would be to adapt, but Willwood makes a pull-type slave cylinder to convert it to hydraulic. The ZF is better than the Mazda, not only in terms of durability, but gearing as well. If you're just wanting an overdrive, an OD 4speed might be a better way to go. They are dirt cheap compared to any of the 5speeds.