I am Trying to find a fuse box diagram for a 94 explorer the 4x4 switch will not lightup? but I here a tiny clicking sound ... could it be a fuse

 

The click is probably the relay activating the +12vdc to power the servo-motor for the 4X4 on the T-case. The servo-motors tend to crud up and not move. Since it probably doesn't move the T-Case into the 4WD position, the 4X4 light will not light. Remove the servo and and service it (clean and lube). Normally need security torx to remove the bolts. This is a common issue with these units. This is cheaper and easier that buying a replacement servo.