7.3L Powerstroke had it from the factory so it will be very unlikely that you DON'T have one. Look above your oil filter, there should be an orange plug coming off the heater element. The cord changes from Orange to Black as it move up along toward the front of the truck. Chances are its tied up somewhere in the bumper as it hasn't been used.
This thread saved me from buying a block heater as I had one installed already. Just wanted to follow up and say the picture and information above does match with my 95 F-250 7.3L Powerstroke. My plug was tied up near the air box on the driver's side, had a little cap over the plug.
Thanks for taking the time to help other folks out!!
P.S. - These trucks are only getting older and harder to find information on, KEEP THE THREAD ALIVE!