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Engage the 4 wheel drive, drive the truck on asphalt/concrete and make a turn. If the 4 wheel is engaged the front end will feel like it is skipping/slipping on the pavement. It will not feel like a smooth turn.
This is what you could do on a vehicle with manual hubs and a manual transfercase.
First you can confirm that everything is disengaged in 2 wheel drive. Put the transfercase in 2 hi. With the engine off, put on the E-brake (so you don't get run over) and place the transmission in park (or neutral for manual trans). Make sure both front hubs are in free (unlocked). Crawl underneath and try to turn the front driveshaft. If everything is ok the shaft will turn and you will be able to see both front u-joints turning inside the steering knuckles.
Next, put the transfercase in 4 hi and leave the hubs unlocked. Try to turn the front driveshaft. You shouldn't be able to because it is now linked to the rear driveshaft. If you can turn it there is a problem in the transfercase.
Finally, put the transfercase back into 2 hi and lock both front hubs. You shouldnt be able to turn the shaft. If you can, look to see which front u-joint is turning. If the u-joint is turning then that hub isn't working.
If you have such novelties as automatic hubs or some kind of pushbutton controlled transfercase then someone else will give you some pointers.
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