I know everyone will come in spamming search but since iv asked the question once id better answer it
1) depending on what engine you have 1.8, 1.9 or 2.0 ... or zetec The process will be different but the set up the same.
1.9 - 2.0 ) there is no turbo kit for this this must be pieced together, not very difficult been covered many times. Just look for it, if you still cant find it search "jeffescortlx" on car domain hes got it all figure out
1.8 ) mazda engine, alot more of these turbos going around , still must be pieced together but alot more help turbo wise.
zetec ) might find a kit for this one its more popular Among ford cars. If this is your engine teamzx2 has more help for you
Any engine of the above will all consist of all the basic parts. These will include
turbo manfiold (t3 is a common flange)
turbo (sizes vary, not going into it)
blow off valve/ redirect valve
wastegate ( internal/external )
intercooler ( not needed but recomended )
And most important some good tuning
Now if you dont know what any of these parts are search them. then search some more then read more spend 2-3 weeks reading, if your still confused then ask
I may have missed something here feel free to chime in.