It's the cable that runs down from inside your engine compartment. If I remember right its gray in color and goes into the drivers side of the trans, if I remember right it's more in the middle front of the trans. I haven't done one for a couple of years. Ask the guy you got it from if he changed the gears and to what ratio. Latemodelrestoration.com gives you a good gear chart to make sure you pick right.
02 GT 5 spd. Best 1/4 12.28 @ 112mph