How do you change tail light on 2004 F150?

The trailer plug should have come from the factory pre-wired: a 4-wire plug standard or a 7-wire plug if the optional tow package was installed. If the harness has not been disconnected or come undone by accident, either you have a blown fuse or a bad relay. These are separate for the trailer/tow harness (i.e. your regular tail lights can be working fine but the trailer/tow fuse and/or relay may be bad). You manual should show you where your particular fuse/relay is located. Don't trust visual inspection; test then replace the defective part.