It may be the switch or it may be a larger problem.
Remove the driver's side interior door panel (involves undoing a number of small screws, inluding one hidden behind a plastic plug in the door release lever pocket).
1) With an ohmeter, test the resistance across opposite connectors on the switch. If it is working, you should see a difference (continuity) on the guage when you switch it to the ON position. If there is no continuity through the switch on any leads in the ON position, consider replacing the switch or at least take it out and have it tested at an auto electric shop. Note: These switches only come from the dealer as part of the whole window control cluster and it is not cheap. If this is not the problem, proceed to step two...
2) Carefully inspect all wiring leading to the switch and the connections at the switch itself. Look for broken or chafed wires and/or fused or grounded sections. A particular problem in some older Grand Cherokees is chafing of the wiring bundle where it goes through the driver's door into the body, near the hinges. A recent example had the problem you described, plus the driver's motorized side-view mirror wouldn't move/adjust. Further investigation (which included unwrapping the manufacturers plastic wrapping) revealed that approximately nine wires in the bundle had chafed, corroded and broken in the location I described above. Carefully, resoldering the wires, insulating them with heatshrink insulation and then re-wrapping the bundled loom solved the problem. If you don't feel confident doing this type of electrical work, you may want to take it to someone who has competency in this area.
As with all things, these are only suggestions. Try them at your risk and judgement. Use due diligence and appropriate safety precautions when dealing with electrical components.