Manual differentiates between full-time 4wd and multimode 4wd.
Your control know low to the right of the steering wheel, what does it have?
H4 and L4, that tells us you have the full time. That button low and to the left of the steering wheel is the differential lock button. You should only ever use that if you are stuck such one set of tires has no traction at all. If you end up in the ditch, then that's a good time to press that button
But, it shuts down your vehicles stability control system, and you don't want to do that, so for today, unless you are stuck in a ditch, leave the button alone.
4L, again, you only want that if you want a lot more traction. But unless you find yourself in a position that every single press of the throttle ends up spinning wheels, you wont need 4L.
What I recommend, when you have a chance, is to get yourself on a dirt road or such, and experiment with the selections. You need to be on dirt, doesnt have to be rugged offroad stuff, just not pavement, as that's not good for the system. But get on some dirt and select the various modes and see what they do and how they feel.