HEadlights wont work ... im thinking it is the headlight switch

I ordered the replacement switch assembly to be put in I had to buy the whole assembly does the wiring come with it or is that something different? I called a garage and they said they will put it in if I got the part... they didnt say anything about wiring...

The harness connector is almost always separate. It's a pigtail and hardshell connector. This is what needs to be replaced usually also. Try a local dealership for help, they usually stock it. It is typically not a part straight from Ford, though.