4wd engagement is independent (has nothing to do) with the shift motor -- but rather an electromagnetic clutch. The shift motor only moves when the vehicle is engaging LO range.
The fact that its making a clicking sound in 4LO probably means that the shift motor is fine. What you can do to test the shift motor is remove it from the transfer case, but keep it electrically connected, and turn the dash to 4LO --- the shift motor should then turn maybe 30 degrees or so (you may have to put the motor's body against the transfer case to get a "ground"). Rotate the dash switch back to AUTO (or whatever that switch position is called on your vehicle) before you put the shift motor back on to align it with the transfer case.
To check 4HI, you can get a voltmeter and tap the infamous "brown wire" at the back of the transfer case. When you place the vehicle from AUTO to 4HI, the voltage to the brown wire should go Hi (12v or higher).
Below is a picture of your transfer case (made by Borg Warner, model number 4411). The red arrow points to the "brown wire" that enables the physical end of 4wd engagement.