First off, you need to make sure that you have power on the 4wd fuse with the key on. Check this with a test light or a volt meter.
There is a switch on the top left of the transfer case.
It has three wires and looks like this.
Brown wire needs to have 12volts in the run position.
and the light blue wire needs to be hot when you engage the transfer case.
If the brown wire is hot, and the blue isn't when you engage the 4wd, you will need a new switch.
If the brown wire doesn't have power with the key on, you have a problem with the feed circuit from the 4wd fuse.
If you do have power on the light blue wire when the transfer case is engaged, check for power on the light blue wire at the actuator on the front differential.
If you don't have power there, you have a problem with the light blue wire from the switch on the x-fer case to the actuator.
If you have power on the light blue wire on the actuator when it is engaged, and ground on the black wire at the actuator, the actuator is bad, or the front differential stopping the actuator from extending, and will need to be dismantled and inspected.
Hope this helps, and let me know how it goes!