Welcome. The same things that you will find for 95-01's will work similarly for your 01 Sport. The torsion bar in front is adjusted to a ride height. The later Sport Tracs and Rangers are higher as stock, but the parts except for those model torsion bar keys, are the same. So you can lower the front by turning the adjustment bolts out, which takes pressure off of the torsion bar. You have to get an alignment each time you change the front height much, it alters the tire camber. The front bump stops can be cut down a little if needed, depending on how low you go. 15 years ago the shorter bump stop was available, from all 95-01 Explorer Limited's. Those are obsolete now, only used parts can be found for those.
The rear to lower that, you install lowering blocks, they space the rear leaf springs downward farther. The typical 95-01 4dr's can go down 2-2.5" without trouble, given their stock height. In versions that are higher in stock form, like the Sport Trac and 98-11 Rangers, maybe the 01-03 Sport also, those can be lowered more before the body is too close to the rear bump stops.
I have the old Explorer Express lowering kit, EE went away almost 15 years ago. But they had 2 3/8" rear lowering blocks in their kit. My 98 Mountaineer has softer springs, so it slightly bottoms out on hard dips in the road. I would need stiffer leaf springs to reduce that or to go lower.
The rear lowering blocks used to be easy to find in the 2" size, but watch all of them, you want blocks which are cut with an angle(they are not the same thickness at the front versus the back). The leafs springs aren't centered on the block, so one end needs to be shorter than the other. I'd start with something in that 2-3" range, depending on how high your truck is versus a stock 95-01.
There are shocks made for lowering, but not many, and they used to be just the major brands. Bilstein has a set which I used last time, and Edelbrock is what EE kits came with.
Here's where the torsion bar adjustment bolt is, there is a cover to remove from each side. You can loosen those adjustment bolts with the vehicle on the ground/tires, but don't tighten the bolts unless the truck is off the front tires.