My check fuel cap light is on?

I doesn't seem likely it could be the cold air intake, as this light is triggered by a lack of pressure in the tank. An Evap hose would have had to have been left disconnected or something. It could be a sensor, but more often a faulty/loose cap. Wait a couple more days to see if the light goes out, and if not, if your car has less than 100K miles on it (and less than 6, 7, 8 years old, I forget), should be covered under the federally mandated factory emissions warranty. If it's too old/high mileage for that, try a new cap. They're pretty cheap compared to diagnosis if you have to pay out of pocket.

Fuel system is pressurized, a bad gas cap can cause warnings. Its a under $10 part that never hurts to replace. Don;t waste your money on a locking gas cap, its a false sense of security. Take your car to Autozone or other local auto parts store, most offer FREE code scans. If a dummy light came on, it set a code in the computer. That code will give you a better idea of what is wrong. After replacing cap or any other fix, reset the computer...aka clear the codes. The scanner tools auto place will use can do that.

The seal in the cap has failed. Buy a new one at Ford and you'll be fine.

then it appears you have a malfunctioning sensor that car must have close to 100 sensors

its the cold air intake