Not a lot of info in that sentence.
Is this a new truck to you, or is this something different you just noticed.
Your question about "is this normal" makes me think this is a new truck to you, if so, no it is not normal for front wheels to be engaged if you do not want them to be.
Do you have electric shift 4x4, switch(es) on the dash board?
If so do they light up and change when you move or press switch(es)?
If not have you checked the fuses?
Are your front hubs manual, a thumb wheel to turn on the hub, or are they automatic hubs?
If automatic have you tried backing up 50ft to unlock them?