Vacuum lines.
I have many problems with my xj, one problem leads to the other. I bought a new steering wheel but my clock spring is broken and I haven't bothered to look for a new one of those. But the reason for the new wheel is to have cruise control. Even if I had the new clock spring and wheel, I still need new vacuum lines. I have found problems everywhere. Cracks or broken lines, boots that are dry rotted or gummy. Honestly I don't know what to make of all of this and where do I start?
Also, bought a new heater control and am not sure it's installed right. Meaning, it's in but I don't have air (cold or hot) only vents work. So is this vacuum or did I install the heater control wrong? Any diagrams or manuals here would be helpful.

 

I think the blend door is controlled by a cable. It might have become disconnected.
Did your jeep have cruise and it needs fixed, or are you adding cruise? There's more to it than just adding the button and clock spring.

 

Yes defrost, airbags, OBDII and a/c were the only upgrades for this 96.

 

You've got two separate issues. The no heat/AC and only vents is a classic vacuum system failure. The blend door actuator is vacuum-operated, and with all your broken lines, it can't move. Fix the vacuum lines first it's the root cause.
For diagrams, search online for "1996 Cherokee XJ vacuum diagram." You'll find them on Jeep forums. Start by replacing every cracked line you can see, especially the ones under the hood. The heater control is likely fine; the vacuum just isn't getting to it.