Yes they do, I have an 02 and it has been throwing the p0540, intake air heater circuit code for a while now. There is a thread on here showing the location. There is a large fuse under the front of the fuse housing cover in the engine compartment. It is a 175 amp fuse. There is also a relay on top of the engine somewhere under the 6.6 plastic cover. My fuse was ok so I suspect the relay or the heater itself. Since it doesn't start hard it has not been a big priority for me. Search error code p0540.
2002 2500HD Crewcab LT short bed, no mods.