If you have one, it's going to be where the heater hoses go into the firewall from the engine side, it's black plastic, H-shaped, and hoses go from the engine to it, and then on heater core. So, you could begin by simply running the engine to warm, with the heater on, and see if the hoses from the valve to the core are hot. If they are not, then the valve is bypassing the heater core, and just looping back to the engine. To open it, if you can get to the underside of the valve, there is a vacuum dashpot and lever, and you would simply move the lever.
You may or may not have this valve. There are explorers that came from the factory without it, and then there was a TSB to install the valve because of poor AC performance. If you have it, you will see it right away... it's right there on top if you have it.
