2001 Chevy Blazer ABS & Brake light on

I recently purchased a 2001 Chevy Blazer with 118,500 miles, 6 cyl, 4WD. Of coarse after we bring it home we start having issues. First the ABS and Brake lights are constantly on. We have checked the brakes, bleed the breaks, and filled fluid. I don't currently have a code reader but that is my next step. Also our 4WD will not engage. I can push the button and nothing happens it blinks for awhile then goes back to 2HI. No noises either. Last but not least soemtimes our check engine light comes on as well. I am not sure if you can give me some ideas without having used a code reader, but that is my next stop is to find a reasonably priced place to have them check codes. Thank you for any help you can offer.