Lights come on the dashboard but the four wheel drive will not engage in high or low

Furthur info for this problem . If your front drive shaft is engaged when switching to 4x then your electric shift motor works .Thats the small motor on the transfer case. . There is also an actuator on the front differential, mine was under the plastic cover which directs oil from oil filter when changing your oil. Make sure you have vacuum on the red line in 2x and vacuum on the blue line when in 4x. to check have the truck running and wheels chocked. (That actuator on the differential only moves approx a quarter inch when swithed from 4x to 2x .) If it doesnt move when you have someone switching it for you in the cab ,then pull the two lines off and put your finger over the ends to check for vacuum. If there is no vaccuum in the blue line then check for leaks in the line going up to the two solenoids behind the battery.I found that I had to take batt out to get access then use jumper cables to start truck.One solenoid with the red line is for 2x the other solenoid, blue line, is 4x4. I had a bad solenoid on the blue side. To check solenoids I pulled the two vacuum lines off them and in 4x4 attach the vaccum to the bottom inlet and make sure you feel the vacuum from the upper port ,that way you know if its opening .My two wheel solenoid worked on 2x but my 4x solenoid did not work .Also found that voltage going into solenoids only changes .10 volts when switched from one to the other . Thats 12.5 volts to 12.4 volts and that actually opens and closes those solenoids.So dont be fooled thinking the voltage is the same to both no matter where your switch is on 4x or 2x.
Another way to check solenoids is pull off vacuum lines, put in 4x4,( the one with the blue line going to it ).hook a hose to bottom port and blow , air should come out the top port.If air blows out the top cover cap you will know its not working . do the same with other solenoid in 2x and you will be able to compare the two if they are the same.
Thanks to all who posted and allowed me to fix my problem . Good luck!

Operationally vacuum holds the IWE ( Integrated Wheel Ends ) out, and once vacuum is removed the spring engages the IWE.

Lift and support the front of the truck so the front wheels are off the ground ( take safety precautions, chock wheels, jack stands, etc )
Key on, engage 4x4 and try to turn the front drive shaft.
- If it turns it is a problem with the transfer case.
- If it doesn't it is a front axle engagement problem.

- If the front drive shaft does not turn :
•Shut of the truck ( still jacked up, and supported ) remove the vacuum lines from the IWE. The spring should push the gears in, without the vacuum line on.
•Check the vent line ( tube that is routed into the engine compartment with nothing attached to it ), for blockages.
•If the vent line is clear, and with the vacuum lines off the IWE should be engaged ( both front wheels locked ).
•If they lock, the problem is with the IWE solenoid not shutting off vacuum to the IWEs. There is a TSB on the 2004-2006 IWE solenoids, a newer revision has been made, and used from 2007 and newer MYs.

- If the front drive shaft turns:
•Check the fuses for the 4WD system ( If ESOF system ) . These are #11, #29, #30 and #111. Use a meter to check the fuses while plugged in, there are pins on the back of the fuse for this. Use a known good ground and check each side of the fuse with the other meter probe, with the meter set to V-DC ( check the scale if a setting that it will read at least 13 V DC ).
•With the key on, if the ESOF system have someone turn the mode selector from 2WD to 4WD while hitting the transfer case with a dead blow hammer ( do not use a metal hammer, it can damage the transfer case ). Some times the shift motor will get stuck ( lack of use ? ) and the dead blown hammer will free it up.
•There are 2 relays ( in the small engine compartment fuse / relay panel - ESOF only ) for the 4WD system, one is the CW ( **** Wise ) one is the CCW ( Counter Clock Wise ). These are full size relays, that can be bench tested, or a quick remove and replace test with the high beam relay in the cab fuse panel ( Relays R03 ). 1 at a time, remove the CW & CCW relays and install them in the position for the high beam relay, and test the high beams by pulling back on the MFS ( MultiFunction Switch ). If the high beams work with both relays, the CW & CCW relays are not the issue ).
•Check the connector on the transfer case for the shift motor, to make sure it is not corroded.

Block diagram of the IWE system