I would highly recommend that you explore your options of using an experienced installer before taking on this project yourself. If you want to try it yourself... You will need to buy a set (2) of...
Luckily, the majority of Ford product's radios use a common mounting system. So getting the radio out is easy enough.
The process of wiring in a new unit is also pretty generic / universal, along...
Purchase a compatible radio (aka head-unit)
Purchase the Windstar compatible wiring harness kit ($10 or less)
Remove and unplug current radio
install wiring harness per included...
If you're looking for a factory original CD player, check an auto salvage / junkyard. There are online sources of "recycled" auto parts also. For brand new, you're going to need a converter plate...
If you have manual climate control, just about any will work but you need to replace the entire radio/climate control panel. New ones can be bought from most car stereo dealers that permit...