You can leave the hubs locked in winter or all the time if you want, won't hurt anything, 2001 and up Ranger have always locked front hubs, no way to unlock them
Then use the dash switch to change in and out of 4WD without getting out of the cab
In fact you have "shift on the fly" 4WD, you can shift in and out of 4 High anytime while under 50MPH, so you don't have to stop to engage 4WD or to go back to 2WD, just move the switch on the dash, as long a the hubs are locked of course, lol
1995 4x4 originally came with "Auto Hubs", so would lock and unlock based on front axle torque, as they got older they could get unreliable so people swapped in Manual hubs
As a heads up, for testing you can switch to 4WD on dry pavement, but it is harder on transfer case to drive in 4WD when wheels can't slip a little, and you really don't need it in any case, lol
So off-road or snow or ice is when you should use 4WD
AWD is not the same as 4WD, just FYI