Depends on age and type of vee-hickle.
Back in the old days (1973 Chevy Suburban), used to have to stop the vehicle, exit the cab, stoop over and grab the locking-ring in the middle of both front hubs, turn them into the locked position, stand upright, complain about your back, complain about the "ass-cold rain" beating the earth to mud and making the roads slippery as soup and jelly, and most of all curse the nincompoop engineers who designed this thing, then climb sopping wet back into the cab, turn up the heater because you're freezing your ass off, then shift into 4-wheel drive "low" to ascend the steep grade, the very grade which had, just moments before, sent you to muddied hands and knees whilst stooping to lock said hubs. Once you no longer needed to use the four wheel drive, you'd stop, exit the cab, unlock the front hubs, climb back inside, shift out of four wheel drive, then discover that you couldn't turn properly because the hubs, in fact, had not actually unlocked, meaning that the inside and outside wheels are trying to spin at the same rate each time you try to change directions. So then you'd have to back up the recommended ten feet (in a straight-line, by the way) to assure the unlocking of those front hubs, discovering (repeatedly) that this mere ten feet is more like forty feet, and that there are a lot more trees and rocks back there behind you than there were originally. Once the hubs do, in fact, unlock, proceed as normal.
A modern Ford Explorer lets you do all of this shifting from the comfort of your driver's seat. Just push a button for 4xHigh or 4xLow (been a while since I've looked at it, so this might be off). I expect most modern 4x4 vehicles work quite similarly, nowadays.
1998 vintage Jeep Cherokee shifts with a lever next to the shifter just forward of and between the two front seats indicating 2H, 4H, N, 4L. Normal driving mode takes place with that secondary shifter in the 2H position. Four-wheel drive occurs in 4L or 4H, but to climb a steep grade, or during any other driving where you need lots of slow power, you'd shift into 4L and go straight up the mountain, hill, trail. You'd go straight up, by the way (or as nearly so as possible), because angling your way up may result in a rollover. Angling too much on too steep a hill may result in successive rollovers. Not that I know anything about this. Just rumors I've heard...