What year is your Jeep? The Command Trak system on the front axle that runs the 4X4 changed over a little somewhere around 1990. It is usually a fairly simple fix.
First, to see if you have proper vacuum. Does the light on the dash (4X4) come on when you engage the four-wheel drive? If so, depending on your year model, that should mean you have at least some vacuum. Start there, and report back.
If you are feeling froggy, pull the vacuum harness off the Command Trak and feel for vacuum or better yet borrow a tester from Autozone. If you are getting proper vacuum, though, you should be able to feel the vacuum pull on the harness without a tester--just hold a finger over the holes. Be sure to cover the hole that runs to the vacuum line that controls the dash light or you will have introduced a leak---it just takes three hands ;-).
Be very careful testing the vacuum at the harness with the jeep idling---you don't have to put the jeep in gear. DON'T RUN OVER YOURSELF. Seriously.