First thing I would check is the fuse panel. Usually located under the dash.
Press the " U " on the lock/unlock switch located on either the driver or passenger door.
its either your doors switch that has gone bad or your rear hatch.
Either a short to power in the circuit or a defective switch.
The best way is to get under the car on the front passenger side across from the headlight area there is only one relay there. Be advised there are small bolts that hold it so either have very small socket set or just get it with pliers.
The starter solenoid is located on the starter motor, who's is on either the right or left side of the engine block where it meets the transmission
You can find it on the tractor. On either the driver or passenger door.
According to the 2002 Lincoln Continental Owner Guide : The CD changer is either in the console or the front passenger footwell
should be a catalyst on either driver or passenger side door
Frame rail on either the driver or passenger side.
Either control switch is enabled on driver's door...or child switch on the insideof door (where it latches) is enabled
The compressor is either bad or your air bags are bad... Get springs from a rear 2wd Expedidion and swap them on your Navigator, is real chep and easy. and it feels just like the air bags. I did it to mine last week...
On bottom of radiator either on driver or passenger side facing engine.