94 Ford F-150 4×4 will not engage

You can jack one front wheel in the air, and try to turn it. Try one then the other. The wheels should be locked by the drive shaft and not turn by hand. The problem could be a bad centrifugal lockout. Try jacking up both front wheels and turning the front drive shaft (while engaged). The front and rear drive shafts should be connected.
Hope this helps you narrow the trouble down.