This is very simple. If you have an owner's manual, it's covered in there.
It is 100% normal (by design) for 4x4 High to be engaged/disengaged at any speed, in any gear. Obviously, it is recommended that this only be done at speeds less than 45 mph or so for safety reasons. It is "4x4 on-the-fly."
It is also 100% normal (by design), IN FACT REQUIRED to have the truck stopped, and in Neutral (Park might work) for the 4x4 Low to engage/disengage.
As mentioned, if you have auto hubs, you're all set, just push the buttons as described. If you have manual hubs (very rare as stock, many people change autos to manuals later), you have to get out of the truck to lock them in before the 4x4 will drive the wheels (the axle shafts will turn, but they won't be driving anything).
Having said all of that, if the truck is new to you, it behooves you to try this out before you really need it, to make sure everything is working correctly. Again, don't do this on dry pavement, good way to break stuff...
Hope this helps.
Mike