I feel like it should be pretty obvious, but how can I tell if the 4WD is engaging? The lights do not change to show that it is in 4WD but that light might not work the way it is. If it turns out that it isn't engaging and I am not actually stupid; I guess I have another problem.
Thank You.

 

Put it in 4wd on blacktop and turn sharp and slowly move forward. If you feel a bit of bucking our tugging at the wheel then you are in 4wd if it feels the same as when in 2wd you probably aren't in 4wd then it's time to track down why. Move slowly though when doing this to help avoid breaking an axle shaft since your inner wheel won't slip like it typically does in low traction situations when 4wd is generally needed/used.