2005 Mercury Grand Marquis - Shuts off

when the car is at at a stop sign it would cut off.

The idle air control valve may be dirty or defective.

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To find out, the next time you come to a stop, brake with your left foot and slightly step on the gas pedal with your right.

If doing this prevents the engine from stalling, the problem is with the IAC valve.

Tester

I did purchase an idle air control valve but my 2005 mercury grand marquis but it does not have one.

IF it doesn’t HAVE one… how could you purchase one? What car did you purchase it for?

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Is it only when the brakes are applied?

Rockauto, and a couple of other parts suppliers, list both an IAC and what looks to be an electronic throttle body for the 4.6L engine in this car, so it appears quite possible to buy the wrong part.

If this car does indeed have electronic throttle control, the next step would be to make sure the throttle body is clean.

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I saw the area where the idle control was situated but it is missing. the hole is block

In the event that this does not turn out to be an IAC or throttle body issue then you need to consider an intake manifold vacuum leak. This does not mean the manifold or the gasket itself but a vacuum line leak, PCV valve hose cracked, etc. Fifteen years of age and all rubber rots at some point.