i have a 99 cougar 2.5l and yes they have a sensor if u change pads and theys ask u if it has sensor say yes
Edit:
Only '99 Cougars had brake wear sensors, all other years did not. So your '02 does not have the sensor.
Yes
Remove the tire and wheel from your 1994 Mercury Cougar. Remove the brake spring and brake caliper. The brake shoes will come off.
http://www.carquest.com/techbulletins/brakes/2001/CQB%2001-10.pdf
The brake system was not that secure
Remove the tire and wheel from your 1999 Mercury Cougar. Remove the brake spring and the break caliper. The brake pads will come off. Reverse the process to install the new brake pads.
A 1993 Mercury Cougar takes ( DOT 3 brake fliud )
1995 Mercury Cougar does not have front wheel brake shoes. It has disc brakes and therefore disc brake pads. Copy & paste this link into your browser. http://www.advanceautoparts.com/english/youcan/html/ccr/ccr20021101db.html
Could be a broken ABS sensor ring at one of the wheels
The brake and clutch fluid systems are supplied by the brake fluid reservoir ( according to the 2001 Mercury Cougar Owner Guide )
The best way is to go to a junk yard and pull the disk brake assembly off of a Cougar, or a Contour/Mystique, the latter two will require you still purchase a Cougar specific E-Brake cable though. There's plenty of info on this conversion in the wheels, tires, and brakes section at the newcougar.org forums.
On a 2000 Mercury Cougar : The brake fluid reservoir is also the clutch fluid reservoir
Your brake light switch under your pedal is brobaly stuck