I just purchased a used '04 Ford Explorer that has 4WD. It has 4WD Low, 4WD High, and 4WD Auto. Is there an easy way to test that the 4WD function is working properly? I’d prefer to know before the snow starts to fly if I need to get the 4WD worked on. Hoping someone might have a suggestion. Thanks.

Take it to a gravel road. Put it in 4 high ( you normally should never use 4 low ) and ask some one to stand to a side and floor the gas pedal, if all 4 wheels spin, the 4 wd is working.
I dont know how you would test the auto. It is only supposed to come on in case a “traction event” is detected.

The 4wd system on this vehicle is pretty heavilly computerized, so if it’s not working, there should be some way the computer tells you. Consult your owner’s manual. There’s really no reason to believe that the 4wd wouldn’t be working on this new of a vehicle-- part time 4wd systems in general are usually quite reliable because they hardly ever get used.