Ford used to put the default factory key-code on the door-lock/keypad module placed somewhere inside the vehicle. On the old Explorers, it was deep under the seat and you could read the factory code off the side of the module. With the newer models, I'm not sure if they still do that or even where the module is located on our newer Expys. If you had just bought the truck, I would definately head back to the dealer and have your salesperson look up the code for you.
Much easier than trying to take anything apart to find the module.