yes
Check or change transmission fluid and filter
It has a permanent filter that is changed when you have the fluid changed.
Change the oil filter every time you change the oil.
According to the 2002 Ford Windstar Owner Guide : With engine oil filter change ( 5.0 quarts )
The transmission shift solenoid on a 2003 Ford Windstar van is located inside the transmission assembly. To access it, you'll typically need to remove the transmission oil pan and the filter. The solenoid is usually mounted on the valve body, so some disassembly of the valve body may be required for replacement or inspection. Be sure to consult a repair manual for specific details and procedures.
4.5 quarts ( 4.3 liters ) with engine oil filter change
check your fuel filter the flow of fuel only goes one way there should be an arrow showing the direction of fuel make sure it points toward the front of the vehicle No, you don't have to change the fuel line. Are you sure the fuel filter is installed correctly? (The proper direction). Maybe your fuel injectors are clogged??? (Mine were on my '96 Windstar!)
To change the shift solenoid on a 1998 Ford ZX2 with a F4AEL transmission, first disconnect the battery and raise the vehicle. Remove the transmission pan and filter to access the solenoids. Locate the shift solenoid, disconnect its electrical connector, and unbolt it from the transmission. Install the new solenoid, reassemble the transmission pan and filter, and reconnect the battery before testing the vehicle.
take the trans pan off remove filter
Since you have to drop the pan in order to change the filter, follow the instructions in the "Related Question" below...
On a 2000 Ford Windstar : There are ( 3 or 4 filters ) It may be equipped with a cabin air filter For the engine there is the air filter , oil filter , fuel filter
It is unlikely that the fuel filter would cause the higher fuel consumption. After quite a few years of non-service, a good tuneup would be most beneficial.