*Kiwi explained it. Jayde, your new vehicle ALWAYS operates in full-time 4 wheel drive which is why many of us own one.
Your transfer case switch should be in 4H for daily routine driving.
You can choose 4H-Locked in snow or mud conditions to lock the differentials and transfer case to avoid wheel spin and distribute power evenly.
There is really no reason to ever select the N-neutral position unless you are towing the vehicle. It completely disengages the drive-line. It could even roll away from you without warning.