If your's is last of the old (Fiesta 1995>) shape it's inside the air filter box, under the air filter element. I had to look on Ford ETIS to find it's location, as I've never had any issues with that sensor on those cars.

If the 'next' shape it's next to the throttle body.

Best stuff to clean it is isopropyl alcohol which you can get in aerosol from Maplins.