If your truck had a factory installed trailer connector, I'm sure the backup lights are wired.
Assuming you have a 6.4, there is a fuse, it's #63 in the engine fuse box (the one under the vacuum pump). I don't think there's a relay for trailer back-up lamps.
When I bought my truck there were about 5 fuses blown, mostly for the trailer stuff. Probably partly because the connector had been broken off. It was a little disheartening hooking up a trailer for the first time and having nothing work.
It should be pretty easy to chase down the problem once you look through a manual and see where all the fuses are.
My truck didn't include anything extra, such as the spare tire key or any manuals. I ended up buying a full set of manuals on Ebay so I'd have a paper copy in the truck. It's handy.
If you don't want to buy a paper copy, and even if you do, you can download manuals for free from fordowner.com
. There's also a full copy (in PDF form) of the 6.4 workshop manual out there if you dig hard enough. I've come across links to it in forum posts.