Not talking specifically about a FORD EXPLORER, but:
All modern automatic trans. equipped vehicles come with a trans. cooler.......though, it runs through the radiator.
Now, if you're talking about an aux. trans. cooler......yes, some "TOW EQUIPPED or HVY DUTY," vehicles come from the factory w/ the aux. cooler......and some just have a bigger trans. cooler in the radiator......along with a bigger radiator.
__________________________
As for the last '97 Merc 5.0 Mountaineer I was under (this weekend)......it had the aux. trans cooler.......but, it was also "TOW EQUIPPED."
Aloha, Mark
PS.......IMHO......If you don't have the aux. trans. cooler.....get one.