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Try parts.ford.com Enter your VIN for vehicle specific parts. My '07 F-150 doesn't have any kind of shield under the truck.

No, there's no shield further back under the engine bay. Maybe I'm more of a truck guy, but I think of full shields as being a relatively recent development to improve aero as manufacturers care more about MPG. In any event, IIRC what you're looking at, "Lower air deflector", should clip into the wheel-well liner "fender splash shields" via an intermediate triangle-shaped piece "front splash shield". As with most Ford parts 10+ years old, the easiest and cheapest way to sort it is to grab everything at once from a u-pull-it, if your area still has one.