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 idk what they're in. Or what they say. How do the hub locks work? I know there is 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! Thanks

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