I have an existing Python 2.4 and it is working properly with tkinter as I tested it using 
python
import _tkinter



import Tkinter
      Tkinter._test() 



Now, I have installed python 2.5.2 but when I try the same tests (with the newer version), it returns (but the same tests are working for the previous version)
ImportError: No module named _tkinter
I know that tcl8.5 and tk8.5 are installed on my machine as the following commands return there locations
whereis tcl
tcl: /usr/lib/tcl8.4 /usr/local/lib/tcl8.5 /usr/local/lib/tcl8.4 /usr/share/tcl8.4
whereis tk
tk: /usr/lib/tk8.4 /usr/local/lib/tk8.5 /usr/share/tk8.4
Any ideas how do I make my newer python version work with tkinter?
The files you found are for linking directly to tcl/tk. Python depends on another library as well: _tkinter.so. It should be in /usr/lib/python2.5/lib-dynload/_tkinter.so.
How did you install python2.5? If you are using Debian or Ubuntu you need to install the python-tk package to get Tkinter support.
If the _tkinter.so file is there, your environment could be causing problems.
If 

python -E -c "import
  Tkinter;Tkinter._test()"

suceeds, but 

python -c "import
  Tkinter;Tkinter._test()"

fails, then the problem is with how your environment is set up. Check the value of PYTHONPATH is set correctly.
Linking Tcl/Tk to Python 2.5