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If you have a center console, that is where you will find it. If there is no center console it is in the trunk.
Push in on the turn signal indicater
For a 1999 Mercury Sable wagon : I believe you will find the six disc CD changer ( if equipped ) in the cargo area behind the panel for the storage compartment / service compartment on the right side
First place I would check are the local auto salvage (aka junk) yards.
You can find a power steering diagram for a 1999 Mercury Sable in the owner's manual. You can also find it at certain auto part stores.
Definitely should be able to find the disk magazine - try eBay or local auto salvage yards.
Heater blower fans or engine cooling fans????? See "Related Questions" below for both.
You can find the wiring diagram for a relay position for a 1997 Mercury Sable in the owner's manual. You can also check local auto stores.
Look on e-bay
the owners manual
In the Haynes workshop manual
Dealer Salvage Yard