Can anyone tell me how to set the clock on a 2001 Dodge Caravan SE?

Not sure which radio you have but look for H and M "holes" on the right end of the display's clear plastic cover. A stylus works very well, just push the membrane switches to advance hours and minutes. This should work for older Caravans and the newer 01+ generation radios.
If that does not work for you, please provide some more details on your radio.