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2001 Ford Windstar box next to engine

What is the little box on the left hand side of the motor

Probably a fuse box, if you have an owners manual it may tell you.
You may find a manual on line. Alternately your library may have a service manual.

Left hand side from in the vehicle in the drivers seat or standing in front of vehicle facing it ?

You can purchase a Haynes, or Chilton Manual at any auto parts store that will explain what many of the parts are under the hood and everywhere else on the car.
They will be a wealth of info for you and at around $25.

Yosemite

Please post a picture.