Since no one answered this question, I will since I finally figured it out myself.

The very last level where you have to blow up the canyon walls to cover the tracks and stop the train, make sure after you send your deputies or gunslingers through to the south east part of the map, blow up the 2 rows of fencing with a stick of dynamite you buy from the general store. then beat the last 3 of Wongs goons, then before you click the exclamation point above your sherrif's head, make both sherrifs go where the deputies/gun slinggers are, and then click to see what he has to say.

If you click them before they are over there, you wont know where to place the TNT and in fact yiu dont have to place it at all if you have them there. They do it themselves.

Enjoy everyone.