2001 Ford F150 4WD will not engage

I just bought my truck from up north and it was used to push snow. It has lot of rust under neath. It has automatic 4WD on the dash. When put in 4WD I can hear and feel something happen or try to happen but the front does not engage. The light on the dash states it is in 4WD but it is not. The guy I bought it from says it may be a electric connection at the front axe. He told me to clean it and it should work. I do not know where or what he is talking about. Is this possible and if so where is this connection? Thank you for any help you can give with this problem.l