There will be a grease zerk either on the outside or the inside on the cross depending on what type you have. If you have a CV/double cardan then you can have a flat fitting which pretty much requires taking the shaft off because it is such a pain.
More than likely though you have no grease fitting. It requires being taken off and broke down with a u-joing tool and cleaned and regreased. Actually i'm pretty sure of this because my Wrangler's stock shaft had no fittings, it was a sealed unit.