well you can go to the front of the vehicle and look at something..... its between the hood and the bumper.... kinda looks like a bow tie... that would be your first problem.
make sure your switch is getting power, and opperating the way it should first, secondly make sure your 4wd system is working too. im not sure, ive never messed with a jimmy, but you should have a 4wd brain located inside the truck somewhere. my explorers brain is located in the back by the tire jack, and has a light on it and a button tro test it, to let you know its working right. seems like you could find something on google about this for your truck.
4wd shift motor would be my first guess tho. them things go bad all the time on any 4wd because of people not useing them. the brushes in the motor get hung up and cant make contact on the armature after not being used in a while.. sometimes you can have someone play with the switch, clicking it in and out of 4wd while your underneath tapping the can on the motor with a hammer... dont hit it too hard either tho, there's magnets epoxyed to the side of the motor can inside and if you crack one, your screwed anyways. if you can get any sort of wd 40, to squirt in there that would help too. electric motor cleaner would be better...