The answer is... it depends.
It depends on what kind of lug nuts you have and what center caps (if any) are being used with each wheel. Most of the older Rangers, Bronco IIs and the early Explorers used center caps that attached to the rim for both the steel and alloy/aluminum rims and they all used the same chromed closed end acorn nuts - IIRC they were a 1/2" x 20 thread.
A lot of the newer Rangers and Explorers used a center cap for both steel and alloy/aluminum rims that attaches to the the lug nuts themselves. They will not grab and hold on a chromed lug nut, they were designed to grab onto a shouldered acorn nut (the lug nuts are the same thread and the same bevel where it meets the rim). So depending on what center caps and what lug nuts you have right now will depend on if you need new ones or not. One thing that could be done is if you need to change to the shouldered acorn nuts is to go to a junkyard and see if you can get some rather than buying new ones.
^^^ Old style lug nut/standard chrome lug nut
^^^ Lug nut for the new style center caps