To find the relevant fuses and relays, you need to consult your owner's manual. It will have a detailed diagram of the fuse boxes (usually under the hood and inside the passenger compartment, often under the dashboard) and show which fuses and relays are related to the blower motor, heater controls, and other heating system components.
Without your owner's manual, I cannot provide the exact location. Searching online for "2005 Ford Explorer fuse box diagram" might yield a diagram, but be sure it's specifically for a 2005 model year. Even then, double-check against your owner's manual as there might be slight variations.
If your heater isn't working, it's more likely a problem with the blower motor, its resistor, or a relay rather than just a blown fuse. Checking the fuses is a good first step, but a malfunctioning part is more probable.
