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Owners manual here: Ford Ranger Owner Manuals - 1996 to 2011 Models
1. it should have a lock/unlock button on each door
2. Key is either too worn down or the cylinder is, does key work on passenger door?
If not then maybe previous owner changed ignition key cylinder so that key doesn't match the doors any more.
Locksmith can rekey so all locks match
2005 Ranger will have PATS(passive anti-theft system), the key has an RFID tag inside, it needs no batteries, when you turn on the ignition the Computer reads that key's number and then matches it to the 3 or 4 numbers it was programmed with at the factory, if key number matches then computer allows engine to start, if no match them no start.
If you only have 1 key for this vehicle then I would have a locksmith cut and "add" at least 1 more PATS key for a spare, most locksmiths have computer software they can hook up to your vehicle and "add" a key to computers memory.
3. Ranger fobs are available in many places, needs to have correct frequencies for your year but I think 1998 and up are all the same.
Google: Ford ranger add key fob
To add it, very simple to do
4. On most you turn the dimmer control all the way up and it will click on the overhead light, but if it doesn't come on with door open then bulb could be burned out