Automatic or manual Ranger?
If automatic, then what biker said is about it. If manual, there is a bit of clutch matching going on for the Mazda transmission. If it is manual, do a search to find all of the information for putting together the right parts.
Instrument panel will no longer function properly, a custom gauge cluster is in order. However in my swap, with my 94 B3000, I am trying to get the stock SHO cluster to not only fit the Ranger dash, but function as well. The speedometer cable is a direct swap over as I have already found.
Does your state do inspections? If they do, like they do here, you can go ahead and forget this swap, as biker mentioned, due to the OBDI and OBDII mismatch. However, zachsv6 has been working on pairing a Ford Mustang V6 OBDII ECM to the SHO V6, but I don't think much headway has occurred yet. Until it is verified, a SHO V8 swap may be more feasible. It shares the Duratec bolt pattern, but what I am wondering is if the 4-cylinder Duratecs that came in the later Rangers, share that same bellhousing. If not, a custom bellhousing adapter will have to be fabricated to mate the A4LD/4R/5R/M5OD to it.