2004 Ford Explorer XLT, A/C works fine, turn heater on, no work, just makes this thump, thump, thump noise, could it be a fuse VINN # = 1FMZU73K24ZA47691

 

From your description it sounds like the blend door actuator is stuck.
A good part of the time replacing the actuator attached to the duct work under the dash, passenger side, will get rid of the problem.

 

Also check and see if you have dual zone climate control, if you do you can test it on passenger seat when they are controlled independently. Note that if you have dual zone you will have 2 different blend door actuators both of them near the heater box under passenger glove box.
If you don't have dual zone, just set the AC to max cold before you remove the actuator for a bench test then disassemble it and check for broken tooth.
If it's not the problem with the actuator you need to first check on coolant level, feel the heater core inlet hose, also check if your heater control valve (vacuum control) is not in closed position.

 

I think this maybe my problem

 

If that's the case just follow that. One important step missing is the position of your OLD and NEW actuator, they must match. I mentioned previously to set yours to max cold for a reason because you don't have heater currently, additionally it's all about the position matching with your new actuator.
The actuator will only move 90 degree. When you buy a new actuator you never know what's the initial position, maybe max cold max hot or neutral. Let say it's at neutral, it can only move 90 degree to the left and 90 degree to the right. You will need to disassemble BOTH actuators and ensure the position (set to max cold) match. If not, you will need another actuator and a new heater box.

Example below:


On the right C is max cold, on the left H is max hot and it's set to max hot shown above. Just use a sharpie and make some marking.