Mine didn't come from the factory with the sub either. Ford was nice enough to still install a wiring harness for the sub though. My plan was to add the sub and get an Audiophile HU for the other end to run the sub.
This was out of a 08-09 so I'm not sure if the 06 Sedan ever came with a sub. If it was an option, then there is a possibility that there is a harness somewhere near the wheel well.