On my 99 lariat the 4x4 does not engage. It's got a electric switch on the dash.
The 4x4 light comes on when I turn the key on for 3 seconds. But when I turn the switch I got nothing and can't hear anything trying to engage
Any idea where to start or how to test the switch?

 

Probably the solenoid. I had to have mine replaced in my 2001 twice in 178,000 miles.

 

Actually after crawling underneath I can hear a clicking when I shift into 4 high but still no noise goin into 4 low. Does that mean the solenoid works?

 

The first time it happened, I called the dealer and the mechanic told me to tap on it with a screwdriver or something similar and it did work. However, sometimes it would lock into 4X4 low and it would not come out of 4X4. You can change it out pretty easily yourself.