The following is the response that the service manager received from Ford. So the system is direct and since I did not have sensors installed on the winter tires I purchased, and the low pressure indicator light is not on, I can only conclude that there is something wrong with the TPMS system in my car.
Although it is possible that the TPMS light is inoperative, it is not likely that there is a fault with the TPMS light. As outlined in the online Workshop Manual (WSM) Section 204-04B Tire Pressure Monitoring System (TPMS) > Description and Operation > Tire Pressure Monitoring System (TPMS) – System Operation and Component Description, if the tire pressure deviates from the programmed tire pressure the Body Control Module (BCM), using the MS-CAN, signals the Instrument Panel Cluster (IPC) to illuminate the TPMS warning indicator and display a message in the message center.
Since neither the TPMS light nor the TPMS warning message are not being illuminated/displayed, it is possible that new TPMS sensors were installed when the customer had the winter wheels and tires installed on the vehicle. To verify that there are TPMS sensors, please proceed with previous recommendations of monitoring the TPMS_STAT PID, as well as the TPM_S_ID_LF, TPM_S_ID_RF, TPM_S_ID_LRO, and the TPM_S_ID_RRO PIDs.
If it has been determined that there are not TPMS sensors installed on the vehicle, it is recommended to perform Pinpoint Test (PPT) R located in the WSM Section 413-01 Instrumentation, Message Center and Warning Chimes > Diagnosis and Testing > Instrumentation, Message Center and Warning Chimes. This test is intended to diagnose low tire pressure, communication concerns, GWM, BCM, TPMS, and IPC concerns.
If it is proven 100% there are no sensors then the vehicle would require further diagnostic as to why the light is not coming on.