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Virused nailed it. new winches come with a mount that connects to the frame. You could also make a mount, much like a plow mount and connect it to the frame. I wouldn't suggest connecting to any other spot on the truck. you run a very good chance of breaking stuff.
You get a whole new bumper ($1300) then you buy a 15,000lb winch ($400), then, you go out into the woods, find a Ford F350 lifted with big tires, that's sinking in the mud, and you pull it out. Actually my friend and I have always used tow hooks too, it's nice less expensive alternative. They worked last thursday when I needed to be saved...