Does anyone know if a anyone has put a turbo on a 92 explorer 4.0 efi. if so are there any sites that i can go to to see how to make one.

I have never seen a Turbo done, but a Vortech Supercharger kit IS made for the Ford 4.0, (Ranger,Explorer,Navajo etc..)

check it out, its an Adobe Acrobat file
http://www.vortechsuperchargers.com/pdf/manuals/4fd218im.pdf

turbo charging an exploder would be way to much work to put into it for what you would be getting out of it.