Jermaine, not sure where you are located, but find some ground without much traction (would be snow where I am, grass works, loose dirt). Heading a bit uphill helps this test. In 2WD when you give it the gas, easiest from a standstill, you'll obviously spin the rears. If you have posi (not sure if all '09's have it?) both will spin, you'll fishtail, whatever. Put it in 4WD and on the same ground you'll move easily, no spin or both front and rear might spin a bit depending on how much gas you give it, can't miss the difference.
If you don't think it's engaging try what was suggested above, go forward, brake, reverse, brake, a few times to see if that engages it.
I don't like trying it out on pavement because all you're looking for is the binding feel of 4WD on solid ground, not good for it.