2008 ford f 150 four wheel drive dont work light on dash comes on but no four wheel drive

Don't know about this really, but I've seen switches in the middle of the hubs that must be turned 90 degrees, each wheel. Perhaps you need to step out and turn these (if equipped).

These have automatic hubs which are operated by engine vacuum. It would be hard to say what the problem is without looking at it. They default to 4x4 when vacuum isnt present at the wheels. There is a actuator by the battery on the firewall that could be stuck applying vacuum all the time keeping them unlocked. if you have a vacuum gauge pull the big line off at the wheel and see if you have vacuum with the engine running with 4x4 selected. If you do then its that actuator. if its not that you need to see the driveshaft is turning. it may be a problem in the transfer case. I have put quite a few of those actuators on they are fairly common.