Welcome aboard.
The selection of which mode to operate in is fully dependent on the conditions you are driving in. 3 inches of snow will have you driving differently on a flat road versus a 7 degree hill with the same 3 inches of snow.
H4F = High gear "free" (unlocked) --> I call it "F"reeway mode.
H4L = Locked but high gear. This will drag a tire when making a tight turn and should only be used in required conditions and not as an 'always on" mode.
L4L = Low gear & locked (you have to be in neutral and press the button to switch to this mode or out of it). This is the low gear mode you will use when on off road trails or other road conditions that require high torque but low speed and again minimal tight turns.
All this is explained in the user manual. I would also have expected that you would have discussed the 4WD system with the sales staff or when you did you pre-purchase research.
Hope this helps. When all else fails.... :rtfm:
Okki