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Take a look at the actuator on the front axle (under the plastic cover). Sometimes they get gummed up with road debris and crud. Also check to see if it's getting vacuum to the hoses.
when you put the **** in 4 wheel drive it does two things. first is electrical engage the transfer case to turn the drive shaft. second is the vacuum switch plunger in the front axle pulls in and ties the drive shaft to the axle. the half shafts and hubs are always connected together. they engage when the vacuum cylinder plunger moves in the pumpkin (axle), so no you can not manually engage or lock out the hubs.