[Stocker]

Turn the hubs in first, then put the TC in 4HI or 4LO. Works better with the transmission in neutral.

You can, however, usually engage / disengage 4WD on the fly (as long as the hubs are engaged) but may need to breathe the throttle or work the steering back & forth a bit.

Is this your first 4x4? It's best to engage 4WD only on a soft surface (not on pavement) so the tires can slip a bit, to keep the drivetrain from binding. If it binds up, try reversing a short distance.