Can't really help you with the Fx4 stuff, however on 4x4 use here's the general scoop.
On pavement DO NOT use 4WD, period, first off there's absolutely no point in engaging it on dry pavement or even wet pavement. Second use of 4WD on high traction surfaces (pavement) will cause damage to the drive train components mainly in turns where in a 4wd system tires need to be able to slip to avoid binding of the drive train components. If a tire cannot slip the drive train will bind up and eventually will cause failures of these components whether it be a CV joint, axle shaft, drive shaft, differential, or even a transfer case failure.
That being said, if you need to use 4WD such as offroad, or snow/ice. You can engage the 4WD system in the newer trucks I believe up to 55mph you can switch to 4WD high range at any speed between stopped and up to about 55mph. Don't know why you would shift into 4WD at high speeds period, as the sudden torque difference in the drive train would certainly not like it.
To shift to 4wd Low range, you need to completely stop the vehicle, shift the transmission into neutral, or with a manual transmission simply push in the clutch shift into 4WD high range, wait for the shift to complete then shift into 4WD low range, then shift back into drive or whatever gear you choose, or with the manual transmission pick the gear you wish to use then slowly release the clutch.
Hope this helps with your 4WD knowledge. Biggest thing to remember is 4WD was designed to get you out of what you got into in 2WD, not to venture farther in until you become stuck and require another vehicle to get you out. People don't seem to grasp this, and find themselves burried to their doors or worse.