A little more info
What won't engage?
You can drive on dry pavement in 4lo or 4hi, it is just not recommended because the front and rear drive lines don't always turn at the same speed so transfer case must slip.
If you can't get out of 4lo then try backing up.
If there are no indicator lights then check the fuses I think there are 3 of them.
The 4x4 Control module often fails on the 2002 and up models