Lots of different ways to do it
Google: add headlight reminder chime
The very very easiest way.......................IF you have the ignition key "sensor", is to use that as a ground for the buzzer, and then tap into head light wire for 12v for buzzer(need a 5amp fuse in this wire)
Picture here of Ranger steering column with clamshell covers removed:
https://www.explorerforum.com/forums/attachments/005_zpsa2cb6a23-jpg.150448/
The BLUE part with the Black wire is the key "sensor", that black wire is a GROUND, but only if key is OUT of the lock
If you look on the other side of steering column at the Multi-function switch(turn signal stalk) you will see its multi wire connector, you can pull this switch out, just 2 screws
Find the the Blue/white stripe wire, that's the Headlight 12volt power wire, only has 12v with main light switch on
Splice into the Blue/white wire with an inline fuse, 5amp, and connect other end to small 12volt buzzer that will fit under clamshell cover, tape connection so it can't short to metal anywhere
If you have the Key "sensor" then splice into the black wire and run that wire to the buzzer, and tape it as well
Turn on headlights, key OUT, buzzer should come on
Put key in and buzzer should go off
All done
If you don't have a key "sensor" then you will have to install a relay, but will still use the Blue/white wire and fuse with buzzer as is
You need a relay to GROUND the buzzer when key is OFF, so you need a 5 post relay
Ford uses these types of relays:
http://www.gtsparkplugs.com/images/micro-automotive-relay-wiring.jpg
But any 5 post 12volt relay will do
85 and 86 activate the relay, no polarity, if one is a ground and the other 12volt then relay activates
So you need to ground 85, and then get Key ON 12volts for 86
30 is out to Buzzer, its ground wire
87A is jumpered to 85, full time ground
87 is not used
30 and 87A are connected inside relay when relay is OFF, so buzzer would be grounded
And if headlights were on then buzzer would be on
If key is on, the relay is ON so 30 and 87A are NOT connected, no ground for buzzer, buzzer is off even if lights are on
Key off, lights off no drain on battery because relay is off as well