ok so I went out at breaktime and checked.
So, with the key in the "run" position, but the engine not running, make sure hvac is off and obviously radio off...
Pressing 4x4 high doesn't make any sort of sound, just the light in the dash comes on.
With the transmission in neutral, pressing 4x4 low, does make a sound. You get a click like a relay from the area of the button, and then you can faintly hear the actuator working, like a motor running, for between 2 and 3 seconds. Then again when pushing the 4x4 auto button, the relay clicks in the dash and you can faintly hear the actuator running for a couple seconds....
If you are in a noisy area with trafic sounds, you probably wont be able to hear it.
The lack of any type of sound when I hit 4x4 high leads me to believe that the transfer case is not mechanically locked, but rather electronically via a clutch inside the transfer case, so that adds another possible point of failure. Of course, this is just an assumption....
This at least can help you narrow down the issue. If when switching to 4 low (make sure ignition is on "run" and transmission is in neutral) you get the click from the dash, but no motor running sound from underneath the truck, the problem is the actuator on the transfer case. If you dont get a click from the dash, the problem is probably from the module int the dash. If you hear both the click and the motor running, then the problem is probably the coupler inside the transfer case, which would be significantly more expensive especially if you have a shop do it.