One of my 1993 parts trucks (E.B.) has all of the connections, except for the small red wire, attached to the closest lug to the battery also. ***The small red wire is attached to the rear lug on the solenoid.*** The "solenoid actuating wire" is pushed onto the small top lug (as with all Fords I have seen and / or worked on).
It's a little too dark to snap and send you pictures of the 4 Explorers I have here. I would bet they are the same, or close to what is in the picture.
Even though something might not look right you have to always remember to put things back where they came from. If you don't think you'll remember be sure to take good notes and / or mark everything with different colored parts markers, nail polish, or something like that.
Did you swap everything back, and did it work? Remember, just because the part is NEW doesn't mean it will work properly. I have gotten defective new parts before.