You need to drive the truck forward a few feet in order to engage the auto hubs. When you put it back in 2WD, you need to drive backward a few feet to disengage them. The instructions should be printed on your sun visor, assuming it's the original one. The only thing electronic about the 4WD system is the lights. Everything else is mechanical.

Replacing them is fairly easy if you decide you need to go that route. From what I've read, the OEM Aisin hubs are the most durable choice. Rugged Ridge and Superwinch are two other options.