IT is probably broken. First check fuses (look in the owner's manual
for which fuse controls the 4x4 operation.) If that is not the
problem, you'll have to troubleshoot the system--it could be the
motor, wires/connectors or switch.

There are no wires you need to hook up (unless someone disconnected
something, which I doubt!)

Usually it's the motor on the transfer case.  The stops inside it
disintegrate and it goes too far and then the positioning sensor gets
confused and it refuses to move.  You need to take it apart and put
some new stops in it.  Do a google search, it's been discussed many
times.

it' s a little more to it than that. it could be an actuator of some sort,
or even the switch, better off taking it bck to the dealer, they will find
it quicker then any local repair shop