Hi jim and welcome to the Ford Fusion Club. The part numbers are what you need.They are all called some version of under-body shields, splash guards, etc. That site has reference numbers for most of the parts and fasteners in that exploded diagram, but not all are numbered.
In addition, while they may simply be using a generic vehicle depiction, the vehicle shown in that diagram is obviously not a Fusion. So make sure you are looking at the correct parts diagram for a Fusion before purchasing anything.
In my opinion, it would be best to stop by the Parts Department of your local Ford Dealer and ask them for the part numbers (and a price). Then you can negotiate price with them, or take the part numbers to purchase online. Have your VIN handy, as that is how they cross reference the correct part numbers.
Good luck.