It should have one unless the PO bypassed it.  If you pull it it should have 3 wire coils, 1 for each speed with a different resistance setting. 

Try looking for the blower motor.  Follow the wire bundle from the motor to the firewall, about 3" away (directly towards the front of the truck from the blower motor) approx. 10" above the floor it should be screwed into the firewall. Yank it out and see if the wire coils are burned out.