2003 Ford Escape 4 Wheel Drive System

I am trying to figure out why my four wheel drive will not kick in when I switch on the knob. With taking it to a Ford dealer as the last result, are there any ideas?

Check the fuse for the AWD system.
There should be a diagram of the fuse block(s) in your Owner’s Manual, and this will help you to locate the one for the AWD system controls.

If the fuse is intact, then I think your best recourse is to visit a mechanic.
It is not necessary to take the car to the dealer, IMHO.

Checked the fuse, it was ok. The light on the dash comes on when I turn on the switch.