First, read the FAQ I wrote some time back at http://www.jeepforum.com/forum/showthread.php?t=242949
which may help answer part of your questions.
Next, "nothing" comes in the front axle from the factory... no locker, no limited slip differential. The term for this is an "Open" axle.
The rear axle in a standard TJ like yours may or may not have a limited slip differential which is an optional extra-cost upgrade. No lockers at all in standard TJs, only Rubicons come with true lockers.
You have a Dana 35c rear axle if the differential cover has a pure oval shape with a black plastic snap-in cover in the lube fill hole.
You have a Dana 44 rear axle if its differential cover is more angular... like a Washington Delicious apple laying on its side... together with a steel threaded plug in the lube fill hole.
See if your rear axle has a tag on the right side of the differential cover indicating it requires a LS additive which is also known as a friction modifier. TJs with limited slip differentials also usually have a warning sticker inside the glove compartment warning of the presence of a limited slip differential (known as a Traclok or Tracloc) if it was installed by the factory.
For serious offroading when tires are up in the air on uneven terrain, a locker is nice to have. For less serious offroading like on dirt trails, a limited slip differential is fine and better on slick roads too.