Do I have to manually lock my Ford F-250 4x4 hubs?

I just bought a 2005 Ford F-250 King ranch. And this morning the grass was really wet and my back tires were spinning. So I put it in 4x4. And the 4x4 light came up on the dash. But the back tires were still spinning. So I just pulled forward and got a runny go in reverse and got out. Maybe I just didn't push the gas enough for the 4x4 to lock in? (I didn't wanna mess my grass up even worse and j was late for work). Or is it something with the hub locks? The writing is worn off so i don't know what they're in. Or what they say. How do the hub locks work? I know there's either a "lock & a free" or a "lock & a auto". What's the difference? And what do they need to be in full time and so I can just hit the switch and be in 4x4? Please explain!

How do you know your 4x4 even works? Light on dash… Comeon

I give you a hint. If you go to the front wheel and look in the center and there's something there that say lock and unlock well you know what you have to do.

I have ford xlt f-250 super duty 2003. Won't lock in what so ever.