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The part that broke is the PIG TAIL for the Wheel Speed Sensor. That sensor is part of the Wheel Hub Assembly. Normally, you would have to replace the entire hub assy.
You can however pop the can (sensor) off the back of the HUB and just repair the Pig Tail Connector (solder it back onto the circuit board inside the cap. You may have to replace the wires between the connector and the sensor to make the pig tail longer.
This appears to be the front, so you will need to replace the front hub assembly. I did the rear hubs on my 02 so the front should be a bit easier. You would have to disassemble the breaks and remove the 3 T55 bolts (IIRC on the size). Reverse to reinstall. Do pay attention to the routing of the wires so that they do not get caught.
From a wear perspective I would replace both hubs on the front at the same time.
I got my replacements off of Rock Auto. Bought the middle of the road name brand hubs. Replaced them last year and have a bit over 13k on them since the install.