4x4 Help

I have a 94 Mazda (made by ford) 4x4. It has a push button (shift on the fly) 4x4, but the front tires do not engage. For example if my back two tires are stuck, and the 4x4 is engaged the front tires dont spin and make a "clicking" noise as I give it gas. Are my hubs locking? or does this mean my hubs are locking but the tires are not engaging. I am not too sure why the 4x4 is not working. I recently bought it used so dont know if I broke it, or it was like this when I bought it. Any advise or help would be great! Thanks! Jason