Do the Dash "4x4" lights come on when you turn the ****?
If they do,,,
There is a vacum operated lever on the front diff,,,some of your favorite penetrating oil sprayed on it may help(may have to remove plastic cover),,check the vacum line for cracks,,or broken,, missing,,etc
also on the fire wall, behind the battery(pass side) there are 2 vacum solenoids for the 4x4 system check them out for cracked vacum lines etc,,

If no dash lights,,check fuses,, any clicks when **** is turned from under dash ?,,I have read about what they call the GEM module,,I have no experience with it,,someone should chime in with a bit more knowledge,,Good luck.