As stated SEVERAL times in this post you need to SEARCH.
There is an entire discussion forum dedicated to people who have performed solid axle conversions, some of them on first Gen trucks, second gen trucks, and also the newest late models which are the same as your Sport Trac.
The 2wd to 4wd conversion basically means you will need to locate a 4x4 donor, Explorer, ranger, whatever. You will need some parts of the transmission, the x member for the transmission possibly, the transfer case, and driveshafts. Also any wiring, shift mechanisms, etc that go along with this.
The 2wd to 4x4 question has been asked many times, and generally the concensious is that you are better off selling the 2wd and buying a 4wd, but it is possible and has been done. So its not for the faint of heart, but if you are like me you liove for this stuff
SEARCH is your friend