Sme clicking noises are normal. I have a first gen (92). When 4WD is engaged, the relay in the control module (in the back in the jack compartment) will click. This engages the transfer case via the shif motor. Both 4WD lights on the panel should light up (one light next to the pushbutton and the other light down low to the right of the steering column). If the lights don't come on then the shift motor is not working right. May be as simple as cleaning the contacts on the harness connector that plugs into the T-case, or you might have to remove the motor itself to clean the internal contacts.
Once the T-cas is engaged and you move, the front axles will start turning. This will engage the hubs. The hubs click once as they engage. Then if you back up, they will click once again when thay disengage, then once again as they engage in reverse.
If the hubs make ratcheting noises (as mine did) , grinding noises, a loud bang (as mine also did), or cause severe steering problems (s mine did), its time to service or replace them. You may be able to buy some time by soaking them with gear oil or ATF, but the best fix is to replace then with manual hubs. I recently did this its easy, and now i have the peace of mind of not having to guess if they engaged or disengaged properly.
Bob