LandShark,
I have read posts where folks have NOT found the wires, but I think these posts referred to the wiring harness for the console itself. You should pull yours to make sure. The compass will have to be purchased, and it mounts onto the rear view mirror, so I suspect all you need is a power and ground lead to make it work.
Another item to consider (what I am going to do soon), is purchase a **** monochromatic rearview mirror. This is the type that automatically darkens when high beams shine on them at night. Ford buys from them for the Exby's that have this option, and they have the compass, map lights and temperature display all in the unit. Buy direct from **** or Summit Motors (only an example...I do not work for them), etc. I think it will be easier, and you will get more than buying the overpriced unit factory unit from Ford.