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Hello, and welcome to JA!!! here is the instructions for shifting 4 wd, this is per 03 owners manual.
I hope this info is helpful!!
Front Axle Locking Feature
The front axle locks and unlocks automatically when you shift the transfer case. Some delay for the axle to lock or unlock is normal.
The transfer case shift lever is on the floor to the right of the driver. Use this lever to shift into and out of four-wheel drive.
A 4WD indicator light will illuminate when you shift into four-wheel drive and the front axle engages.
Some delay between shifting and the indicator's lighting is normal.
Transfer Case Settings
Vehicle in Tow*
An indicator on the bezel near the lever shows you the transfer case settings:
2-Wheel High (2HI): This setting is used for driving in most street and highway situations. Your front axle is not engaged in two-wheel drive. This setting also provides the best fuel economy. 4-Wheel High (4HI): Use 4HI when you need extra traction, such as on snowy or icy roads or in most off-road situations. This setting also engages your front axle to help drive your vehicle. This is the best setting to use when plowing snow.
Caution: Shifting the transfer case to Neutral can cause the vehicle to roll even if the transmission is in P (Park), or if you have a manual transmission, even if you are in gear. You or someone else could be seriously injured. Be sure to set the parking brake before placing the transfer case in Neutral.
NEUTRAL (N): Shift to this setting only when your vehicle needs to be towed.4-Wheel Low (4L0): This setting also engages your front axle and delivers extra torque. You may never need 4LO. It sends maximum power to all four wheels. You might choose 4LO if you are driving off-road in deep sand, deep mud, deep snow and climbing or descending steep hills. You can shift from 2-Wheel High (2HI) to 4-Wheel High (4HI) or from 4-Wheel High (4HI) to 2-Wheel High (2HI) while the vehicle is moving. Your front axle will engage faster if you take your foot off of the accelerator for a couple of seconds after you shift. In extremely cold weather, it may be necessary to stop or slow the vehicle to shift into 4-Wheel High (4HI).
Notice: Shifting the transfer case into Four-Wheel Drive Low while moving at speeds faster than 3 mph (5 km/h) may cause premature wear to the transfer case, and may cause the gears to grind. To avoid causing premature wear, and grinding the gears, do not shift the transfer case into Four-Wheel Drive Low while the vehicle is moving faster than 3 mph (5 km/h).
Shifts into 4LO can be made with the vehicle at a stop, or while slowly rolling about 1 to 3 mph (2 to 5 km/h).
Shift the transfer case in one continuous motion into or out of the NEUTRAL (N) position.