We have just purchased a 2005 jeep cherokee sport and when we lock our doors the back tailgate doesnt lock,what could be the problem or is there a certain why to lock it?

first is diagnosis.
you examine and test it. to see if its electrical or mech. failure.
and once discovered that follow that to logical conclusions.

There is a small flap in the inside panel of the tailgate remove this and you can unlock and lock the tailgate from there you need to make a hole in the plastic for ease of use

it sounds as if there is a wire or the door lock actuator is bad on the back door as well as the tailgate give these websites a try www.alldatadiy.com and www.autozone.com if all fails stop by your local Jeep dealership in the parts department and they be able to print you off the pictures and diagrams you will need wish you the best of luck Michigan Man.

Lock and unlock both run off the same power supply...I'd be looking for a bad switch or a broken wire in the door harness where the wires go through the rubber boot between the door and pillar.

the most likely failure is the tailgate lock actuator, the tailgate will have to be taken apart from inside (very difficult)

don't know if this is going to be any help at all. But we purchased our 1998 Jeep Grand Cherokee a year ago and I just now learned that the rear window even opens. Did you find the switch that makes it pop open? If not it is just under the ridge under the window but above the handle to open the hatch. You just put your hand on it and push upwards. Hope this helps!!
ALSO, THE JEEP HOLD PRESSURE WHEN OPENING IT..NEXT TIME GIVE IT A LTIILE PUSH ON THE TAILGATE LID WHILE PULLING THE HANDLE..IT WORKS GREAT ON THIS ONE. EVEN AFTER THE FIRST OWNER BROKE OFF THE DANG KEY..
HOPE IT HELPS *I went by body shop for this same type issue with a 98 grand cherokee * the body shop guy removed the plastic sheild and adjusted a cable that interacts with the locking mechanism, took 5 seconds, cost me $20 for his time, works good as new.

the passenger door switch pack controls all door locks as this is the receiver from the remote you might want to try this and also check connections

Look for fuse panel left side under dash board, the same fuse that controls dash, is on the center, if fuses are ok go to tailgate remove panel and look for a green wire on plate light has to be disconnected, do not connect that wire ever, and look for any disconnected wire in between, I am sure that Your fuse is of

you need to check that you have an electrical signal to the lock when the alarm is activated.Use a testlight/probe.Unplug at rear lock activating unit.hold test light to positive side and activate alarm,if you have a power signal the lock activator is suspect but also check that the mechanical part of the lock is free moving and not resistant to being moved.Does the central locking work on the back doors with the original system?If it does the problem is with the immobiliser.If it doesnt then the lock activator area would be the likely place to look for the fault.

I don't think you need a wiring diagram.
Jeep had alot of problems with the lock accuator in the tailgate.