GMC JIMMY not going to four wheel drive
If you have a push button 4x4 things to check for will be ,fuse, relay and power to the actuator on the front axle, if you do have power to the actuator and still doesn't work, the actuator may be bad.
Given the year and the make I would say the actuator is bad. It's fairly easy to get at.
Search GMC Jimmy Questions
GMC Jimmy Experts