I have found a few threads with similar questions but I am still not sure so here is my issue,

I have a 2004 F250, the 4x4 has a switch on the dash and the outside hubs do not say anything like lock / unlock so I am assuming they are supposed to lock automatically. I tried to put in 4x4 the otherday and it did not work, the light on the dash lit up but I'm guessin the hubs didn't lock. I had a 2003 Excursion wich stopped working and I could lock the hubs automatically but had to use pliers, can I do the same with my truck? What would the issue be? Thanks for the help!