On a 2001 Ford F-250 diesel, the block heater is typically located on the
driver's side (left side) of the engine block, near the lower portion. It's usually a cylindrical or slightly oblong shaped element with a cord coming out of it. However, its exact position can vary slightly depending on the specific engine (7.3L Powerstroke or 6.0L Powerstroke).
You'll need to look carefully around the lower portion of the engine block on the driver's side to locate it. It might be partially obscured by other components. A flashlight and possibly a mirror will be helpful.
