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Keyless entry wasn't made available on first gen Explorers until the 1994 model year. It was optional, except on the Limiteds, which had it standard, if I remember right. My 94 XLT has it. Keypads on the doors were not available on 91-94 model years.
If yours has the option, an "anti-theft" light on your instrument cluster will blink when the door is open.