When you care about the "health" of your vehicle, this is not recommended...
-Put it in 4WD.
-Make sure the center diff is locked (button to the left side of the steering column).
-On level, dry pavement, turn the steering wheel fully to one side.
-Step on the gas pedal.

-> If the truck feels like the parking brake is on, and some of the wheels start "chirping" (slipping), 4WD is engaged.

Better for the truck...
-Do the above on sand covered pavement or wet pavement.

Aside from knowing how it feels, chirping tires would be a major indicator that you have 4WD engaged.

Another method, perfectly fine for the vehicle, but this is along the lines of "feeling it"...
-Get on level dirt
-Engage 4WD and lock the center diff.
-Get the truck moving forward at 5-10 mph
-Turn the steering wheel fully to one side

-> If the truck slows quickly and then comes to a stop without touching the gas or brake pedal, you are almost certainly in 4WD.