With the engine off and the tranny in gear, drop the transfer case into 4wd hig or low. Jack up one side of the front axle (keeping the other tire firmly on the ground). Make sure both front hubs are locked. Try to spin the tire. If that side doesn't spin, drop the tire back down to the ground then go to the other side and do the same thing.
When the transfer case is in 4wd, it binds the front driveshaft to the rear driveshaft. Either front tire will not turn while the other 3 are firmly on the ground (and everything is in gear). If one of the front tires turn, then you need to look at 1 of 3 things on that side. It could be the locking hub, the axle shaft itself or the birfield.
Starting at the hub, pull the cover and remove the C clip from the end of the birfield stub shaft. Remove the hub assembly. Check out the teeth. Anything broken or worn? Put the cap back on and lock it again in your hand. Try to turn the inner gear by hand. If it turns, you have a bad hub.
If not. use a glove and turn the birfield stub shaft. Do you feel any crunching? any metal to metal rubbing?
Remove the tire/wheel and then the brake caliper. Next comes the steering knuckle. It is a bit more complicated than just a few bolts, but if you have the tools and the mechanical aptitute you can do it. Remove the tie rod (and drag link for the passenger side) and then remove the upper and lower kingpins. Save the top for last and then pull the whole assembly toward you. It will slide off of the birfield stub shaft. If the outer stub shaft stays in the knuckle and leaves the inner portion in the axle housing then you found the problem. A blown (exploded) birfield is a common break for a zook.
If the stub stayed in place, pull the birfield assemly out of the axle housing and see if it the inner axle shaft is intact. Be careful, if the axle isn't lifted high enough on that side when doing this, then you will get oil draining out where you pulled the axle out. use a rag to stop the flow.
If you only got part of the axle shaft out (broken shaft) then you may have to drain the axl, pull the other side apart (pulling out the axle shaft) and then you would need to pull the differential to get the end of the shaft out.
Hope this helps a little.