How do you adjust the steering gear box on a 1994 econoline van?

Depending on the year, yes. Release the outer lock nut, tighten the inner screw but not too tight, in fact you might want to back it off enough that the bearings don't bind, maybe a 1/4 or 1/8 turn. Then tighten the lock nut again. But generally loose steering is caused by loose tie rod ends or pitman arms.