This is what it looks like after you slip the rotor off
As you can see, the rotor slips on and then the caliper bolts up.
WHat holds it on?? Well, the wheel technically holds the rotor in place. WHen you lip the wheel on and bolt it on with the lugs, it sandwiches the rotor to the hub and holds everything in place.
If this is the first time your rotors have been off, then there are two small clips that hold it onto the lugs. This was for assembly line purposes as they would slip the rotors on before the calipers were bolted up at a later phase. Ford didn't want the rotors falling off without anything there. You can snip and dispose of the clips. You will notice if the clips are there, so if you see nothing on the lugs, then someone took them off.
The rotors likes to rust to the hub, so shoot some PB blaster in the lug holes and around the hub area and the backside of the hub and let it soak.
When you put the rotor back on, coat the hub with anti-sieze like so and slip the rotor in. Make sure you spray the area down with brake-parts cleaner to get rid of the WD-40 and PB blaster you sprayed everywhere