Does the Frontier have a Locking Rear Differential

if it is a Nismo it would but stock does not

The rear differential in a 2WD Frontier is not a locker but limited slip. The 2WD was not available as "NISMO" or PRO4X4 but, the 4WD models had an option for a locking differential and had a dash mounted switch ( labeled "DIFF LOCK" ) to engage it while in 4WD.

How difficult would it be to install a Diff Lock on my 2004, 4x4 crew cab Frontier

only the pro4x had locking diff.