Not seeing any change in handling and not having a light go on makes me suspect the t case isn't engaging.
In a perfect world with everything working, you will rotate the dial on the vacuum switch to the emergency mode. The light on the dash will light, telling you the t case has engaged.
First insure all the vacuum components are there and there is vacuum to the motor on the top of the t case in both normal and emergency drive (you should have vacuum to one hose in E and the other in normal when you rotate the switch).
Next, use a vacuum pump and pull the motor to one side and then the other. Check to see if the E light goes on on the dash and the motor holds vacuum. If you can't keep vacuum in the motor, then it will need to be replaced. It is possible that the motor is stuck or the light detent is seized, keeping the motor from moving the fork. You can check this by removing the motor and checking it on the bench.
The way to test it is to raise the rig off the ground.
Lock the parking brake.
Place the transmission in drive and give it some gas (get off the pedal as soon as you see the front driveline rotate or feel the t case is locked).
If the engine revs and the front driveline rotates, it is in "normal" mode.
If the engine lugs and nothing moves, then it is locked in E drive.