First, if you have the electric shift 4wd, check to make sure the actuator on the transfer case is getting power. If you have the shifter on the floor, check to make sure the linkage is connected and properly shifting. Next, if the transfer case is working properly (you've done the checks) check the actuator on the front axle. Make sure everything is connected and working. Even if the transfercase is working, the front axle needs to hook up or you will not have 4wd.