I believe you are talking about a PCV valve. PCV means Positive Crankcase ventilation.
In crankcase filter box
According to the 2003 Mercury Grand Marquis Owner Guide : With engine oil filter change : The 4.6 liter V8 engine takes : ( 5.7 liters / 6.0 U.S. quarts of 5W-20 )
That would be part of the crankcase ventilation system. I guess you could call it the air filter housing to engine crankcase ventilation tube.
right on the front of the engine crankcase.
Air is pulled into the crankcase from the PCV (positive crankcase valve) the fresh air enters through this filter to keep dirt from being sucked into the crankcase. This filter is usually located inside the air filter housing.
A PCV valve is for positive crankcase ventilation. It is to keep crankcase pressure from building up in the engine. If it does it can cause seal leakage, air filter contamination and engine blowby.
If it is a 2 cycle engine, it has no oil filter. If it is a 4 cycle engine, the filter is located under the engine cover.
For a 2002 Mercury Mountaineer : engine oil filter ( Motorcraft FL-820-S ) for the 4.0 liter V6 engine and the 4.6 liter V8 engine
5 WITH A NEW OIL FILTER.
The crankcase will hold 5.5 quarts including the oil filter.
According to fordparts.com : For a 1995 Mercury Villager : Engine oil filter ( Motorcraft FL - 839 ) Engine air filter ( Motorcraft FA - 1121 ) Engine fuel filter ( Motorcraft FG - 978 )
standing in front of engine the air filter is locared on the right side of engine connected to the end of wide black tube connected to the engine. u have to unscrew the top case of the air filter housing box