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Read the manual. My 2003 manual says do not drive in 4WD on
dry pavement or you could damage it. I suggest you read the
manual thoroughly for other maintenance tips.
Ken00 : NEVER run in 4wd unless your on snow, dirt, etc.
Listen to him. Part time four wheel drive vehicles should never be put in 4wd unless there is some kind of "Slip". On dry pavement the front wheels will pull at a different speed than the rear wheels will spin. This causes tons of problems. The reason all wheel drive vehicles can have all four wheels on at the same time is because they have a differential between the front and rear wheels causing them to turn at the same speed. Hope this helps.
To answer your question, yes you CAN engage the 4x4 on pavement. But as the others said dont drive with it engaged unless there is some sort of slippage or you never turn.
If you are wondering if you can engage the 4x4 while still on the road before you pull into the mud or whatever then yeah you can do that without stopping.
If you don't think the slipping is important try engaging the 4wd on dry pavement and make a tight circle. The front wheels will buck the vehicle a bit maybe even quite a bit. Go slow so as not to break anything. Best to only use it on slippery surfaces (snow,mud,gravel,sand,etc.).
you mainly get drivetrain binding turning, think about what your tire tracks look like in the snow when you turn, i have used 4wd on wet pavement when it was close to freezing out, but i turned off the 4wd before making a turn. although, as bad as this seems to do, when i test drove my truck, making a tight turn in 4-high was how i verified that my 4wd was working.