The center diff lock is the equivalent of putting the jeep in 4wd. The 4R LE has the addition of full time 4wd which means you drive all the time in 4wd instead of 2wd or 4wd.
The axle lockers in your jeep are different from the differential lock. The axle lockers lock the left and right wheels together, while the center differential lock locks the front and rear wheels together.
When the center diff is locked it is essentially part time 4wd, which means only for off road or surfaces that have some slip, and if not no sharp turns.