You will need a Torx head screwdriver.
First, disconnect the battery and leave it disconnected for several minutes because you don't want to lose a finger in the window mechanism or have the air bag blow up in your face.
Next, starting from the rear, carefully pry up the trim strip that runs from the door latch back to the back of the door. It is usually wood-grain finish, but may be aluminum or carbon fiber, depending on your interior package. Remove the screws beneath that trim.
Pop out the two oval plugs from the underside of the door handle, and remove the two screws beneath those plugs.
Now with something large and flat and preferably with no sharp edges, start snapping the inner door panel off. If you break some snaps, no worries. They are available on line for $0.35 each or at the dealer for about $1 each. The top of the door panel does not hook in the window sill like most cars, it snaps straight out.
Now disconnect the speaker wires, mirror control, and probably the air bag. You can leave the air bag connected if you are willing to work around it.
I presume that your window regulator is broken. Specifically, the piece of plastic that attaches the window mechanism to the cable. You can replace the whole regulator, but on my wife's '04 330i, I chose to put two good quality zip ties around it. One just above the broken piece and one just below it. There are holes and notches in the metal backing plate that work great to hold the zip ties in place. I did this repair a couple of years ago and the window still works just fine. Much quicker and cheaper than replacing the whole regulator.
If you unplug the air bag, DO NOT connect the battery and turn on the key to check your work while the air bag is unplugged. Doing so will set a critical fault in the SRS system that only a dealer or well-equipped BMW repair shop can clear. DAMHIK
Oops, disregard comments about window regulator. I got so involved with the answer that I forgot the original question mentioned door locks, not window mechanism. I have not replaced any door locks in an e46, but BMW started putting all their door lock electronics in easy-to-replace snap-in modules about 15 years ago, so if the problem is electronics, the fix is easy (though not necessarily cheap).
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Jaguar 2000-06 - Locks & Lock Systems
Power Door Locks - Removal & Installation
Door Lock Switch
Door Lock Diagnosis & Testing
Fig. Removing door lock actuator
Fig. Removing door lock motor-Sedan
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