Is 4x4 on

[excavatinghoss]

How can I tell if 4x4 is engaged, I have a 2001 explorer sport, it has a selector for 2wd, 4x4 hi, and 4x4 lo. Nothing for the 4x4 lights up, and I don't feel any difference when I cycle between 2wd, and 4x4.
Also why wouldn't the lights be working?

 

[jremington59]

If you sit in neutral and put it into 4low do you hear it engaging? The lights probably not coming on if it's not going into 4wd.