cold weather starting problems

MY 1994 Ford Explorer won't start when it gets cold outside. Fuel
pressure was checked and is fine.It seems to start ok when the weather
is warm, but as it grows colder it gets progressively harder to start.
When it was down to approximately 10 degrees it would not start at all.
As soon as I put it in a warm shop for a few hours it started fine. The
other thing that I have noticed is that as the weather gets colder and
the vehicle does start it seems to lope for a few seconds before the
engine settles down. Someone said check the engine coolant sensor?
Where is that located? Or is something else the problem?