You can shift from 2H to 4H while moving at less than 62mph, going straight (not making a turn). Give it a little gas or take your foot off the gas could help it shift into 4H faster. There'll be a green icon that looks similar to an "I" on the instrument cluster in the right circle slightly above the "P" on the shift indicator, it'll flash when it is shifting and solid once in 4H. You can shift from 4H to 2H at any speed.
To shift in or out of 4L, you need to be stopped and in neutral. The green icon will be lit in addition another icon "4Lo".