2008 F150 I have radio with phone button located above aux. button. What do I need to install to get this feature to work?

 

That phone button does nothing...even says so in the manual. I think it's there because the radios are common across the brand, and other Fords could have supported the function.
Do you have aux in? You could try something like this:
Short of that, you're looking at replacing yours with a more modern head unit that supports Bluetooth connectivity. That's what many people do.

 

The phone button does nothing, as previously stated. I just use an aux cord and send call sound through the speakers.